-42.7%
NCLH vs WAT
+34.9%
-77.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -6.5% | -2.9% | -3.7% | -5.8% |
| 30D | -22.1% | -3.2% | -18.9% | -21.4% |
| 3M | -18.7% | +10.6% | -29.3% | -20.9% |
| 6M | -28.4% | +34.0% | -62.4% | -33.6% |
| YTD | -34.7% | +5.7% | -40.5% | -38.2% |
| 1Y | -42.7% | +37.1% | -79.8% | -45.0% |
| All | -42.7% | +34.9% | -77.6% | -45.0% |
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