-1.0%
NCLH vs WAT
+32.9%
-34.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.2% |
| 7D | +15.8% | -1.9% | +17.8% | +16.7% |
| 30D | +25.1% | +6.2% | +18.8% | +22.6% |
| 3M | -7.3% | +18.1% | -25.4% | -12.7% |
| 6M | +8.1% | +54.9% | -46.8% | -9.1% |
| YTD | -16.7% | +23.1% | -39.8% | -24.5% |
| 1Y | -1.0% | +27.3% | -28.3% | -12.5% |
| All | -1.0% | +32.9% | -34.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling