-40.5%
NCLH vs WEC
+30.7%
-71.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -19.9% | +0.9% | -20.8% | -20.1% |
| 3M | -22.0% | -5.3% | -16.6% | -21.4% |
| 6M | -28.3% | -6.6% | -21.7% | -27.6% |
| YTD | -33.5% | +3.3% | -36.7% | -34.1% |
| 1Y | -41.5% | +2.1% | -43.5% | -42.0% |
| 3Y | -8.9% | +39.6% | -48.5% | -16.5% |
| 5Y | -40.5% | +31.2% | -71.6% | -48.6% |
| All | -40.5% | +30.7% | -71.1% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling