-27.6%
NCLH vs WCC
+385.0%
-412.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.5% |
| 7D | +0.2% | +9.9% | -9.7% | -5.7% |
| 30D | +20.8% | -8.4% | +29.2% | +25.5% |
| 3M | -8.1% | -10.3% | +2.2% | -4.2% |
| 6M | +11.8% | -10.5% | +22.3% | +13.9% |
| YTD | -19.5% | +32.2% | -51.7% | -37.7% |
| 1Y | -3.2% | +25.5% | -28.8% | -22.7% |
| 3Y | +37.1% | +134.7% | -97.6% | -34.5% |
| 5Y | -29.9% | +139.9% | -169.9% | -69.1% |
| 10Y | -53.3% | +433.5% | -486.7% | -91.3% |
| All | -27.6% | +385.0% | -412.5% | -86.8% |
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