-58.0%
NCLH vs WAT
+170.9%
-228.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.7% |
| 7D | -4.8% | -0.3% | -4.6% | -4.7% |
| 30D | -21.7% | -1.9% | -19.8% | -20.8% |
| 3M | -22.2% | +13.5% | -35.8% | -28.3% |
| 6M | -27.5% | +37.2% | -64.8% | -41.3% |
| YTD | -33.6% | +7.5% | -41.1% | -38.1% |
| 1Y | -45.0% | +35.0% | -80.0% | -56.4% |
| 3Y | -11.0% | +55.1% | -66.1% | -41.8% |
| 5Y | -39.7% | -2.8% | -36.9% | -45.5% |
| All | -58.0% | +170.9% | -228.9% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling