-37.2%
NCLH vs WAT
+351.2%
-388.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.5% |
| 7D | -6.5% | -1.3% | -5.2% | -5.8% |
| 30D | -23.3% | +2.3% | -25.6% | -24.4% |
| 3M | -18.6% | +8.7% | -27.4% | -22.8% |
| 6M | -26.2% | +28.3% | -54.6% | -37.2% |
| YTD | -30.2% | +7.8% | -38.0% | -34.8% |
| 1Y | -39.2% | +36.6% | -75.8% | -51.6% |
| 3Y | -5.1% | +45.7% | -50.7% | -33.0% |
| 5Y | -36.8% | -3.3% | -33.4% | -42.5% |
| 10Y | -56.3% | +162.1% | -218.4% | -79.3% |
| All | -37.2% | +351.2% | -388.4% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling