-37.2%
NCLH vs WEC
+338.8%
-376.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | -23.3% | -1.3% | -22.0% | -23.1% |
| 3M | -18.6% | -3.9% | -14.7% | -17.9% |
| 6M | -26.2% | -8.3% | -17.9% | -24.9% |
| YTD | -30.2% | +3.1% | -33.3% | -31.0% |
| 1Y | -39.2% | +1.9% | -41.1% | -39.8% |
| 3Y | -5.1% | +41.9% | -47.0% | -14.4% |
| 5Y | -36.8% | +30.8% | -67.5% | -42.4% |
| 10Y | -56.3% | +141.9% | -198.2% | -65.4% |
| All | -37.2% | +338.8% | -376.0% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling