-40.5%
NCLH vs WAT
-4.9%
-35.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -4.6% | -1.8% | -2.8% | -3.9% |
| 30D | -19.9% | -1.7% | -18.3% | -19.4% |
| 3M | -22.0% | +9.1% | -31.0% | -25.2% |
| 6M | -28.3% | +32.4% | -60.7% | -37.5% |
| YTD | -33.5% | +6.6% | -40.0% | -36.4% |
| 1Y | -41.5% | +34.7% | -76.2% | -50.5% |
| 3Y | -8.9% | +53.6% | -62.5% | -33.3% |
| 5Y | -40.5% | -4.1% | -36.4% | -51.0% |
| All | -40.5% | -4.9% | -35.6% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling