-41.4%
NCLH vs WCN
+24.9%
-66.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -3.1% | -1.7% | -3.6% |
| 30D | -21.7% | -3.4% | -18.3% | -20.6% |
| 3M | -22.2% | +3.0% | -25.2% | -23.2% |
| 6M | -27.5% | -3.8% | -23.8% | -26.7% |
| YTD | -33.6% | -8.3% | -25.3% | -31.6% |
| 1Y | -45.0% | -9.7% | -35.2% | -42.9% |
| 3Y | -11.0% | +17.2% | -28.2% | -24.3% |
| All | -41.4% | +24.9% | -66.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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