-58.0%
NCLH vs WEC
+146.6%
-204.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -21.7% | -2.6% | -19.0% | -21.2% |
| 3M | -22.2% | -6.0% | -16.2% | -21.1% |
| 6M | -27.5% | -5.4% | -22.1% | -26.7% |
| YTD | -33.6% | +2.5% | -36.1% | -34.4% |
| 1Y | -45.0% | -0.7% | -44.3% | -45.2% |
| 3Y | -11.0% | +38.7% | -49.8% | -20.2% |
| 5Y | -39.7% | +31.7% | -71.4% | -45.8% |
| All | -58.0% | +146.6% | -204.5% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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