-58.0%
NCLH vs WCC
+541.6%
-599.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.8% |
| 7D | -4.8% | +1.5% | -6.3% | -5.9% |
| 30D | -21.7% | -2.1% | -19.5% | -21.1% |
| 3M | -22.2% | +3.8% | -26.1% | -26.5% |
| 6M | -27.5% | +35.0% | -62.5% | -43.4% |
| YTD | -33.6% | +46.4% | -80.0% | -51.9% |
| 1Y | -45.0% | +63.0% | -108.0% | -63.5% |
| 3Y | -11.0% | +133.9% | -145.0% | -59.1% |
| 5Y | -39.7% | +226.5% | -266.3% | -80.3% |
| All | -58.0% | +541.6% | -599.6% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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