-40.1%
NCLH vs WCN
+681.5%
-721.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.8% |
| 7D | -4.6% | -1.7% | -2.9% | -3.7% |
| 30D | -19.9% | -3.0% | -17.0% | -18.5% |
| 3M | -22.0% | +2.5% | -24.5% | -23.4% |
| 6M | -28.3% | -5.7% | -22.6% | -26.7% |
| YTD | -33.5% | -7.4% | -26.0% | -31.7% |
| 1Y | -41.5% | -8.6% | -32.8% | -39.6% |
| 3Y | -8.9% | +19.4% | -28.3% | -23.2% |
| 5Y | -40.5% | +27.2% | -67.7% | -52.5% |
| 10Y | -57.0% | +238.5% | -295.5% | -79.1% |
| All | -40.1% | +681.5% | -721.6% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling