-37.9%
NCLH vs WCC
+442.0%
-480.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.6% | -2.7% |
| 7D | -0.3% | +8.5% | -8.7% | -5.4% |
| 30D | -20.1% | -1.0% | -19.1% | -20.1% |
| 3M | -17.0% | +2.1% | -19.1% | -20.3% |
| 6M | -23.2% | +36.8% | -60.1% | -39.5% |
| YTD | -31.0% | +47.7% | -78.8% | -49.2% |
| 1Y | -37.3% | +66.5% | -103.8% | -57.8% |
| 3Y | -5.6% | +134.2% | -139.7% | -53.8% |
| 5Y | -37.0% | +231.6% | -268.6% | -77.2% |
| 10Y | -55.3% | +508.1% | -563.4% | -92.2% |
| All | -37.9% | +442.0% | -480.0% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling