-67.3%
NCLH vs WING
+637.4%
-704.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | -2.5% | +2.7% | +0.9% |
| 30D | +20.8% | +29.5% | -8.7% | +11.1% |
| 3M | -8.1% | +40.2% | -48.3% | -18.3% |
| 6M | +11.8% | +32.7% | -20.9% | 0.0% |
| YTD | -19.5% | -32.8% | +13.3% | -12.6% |
| 1Y | -3.2% | -31.7% | +28.5% | +4.2% |
| 3Y | +37.1% | -24.7% | +61.8% | +31.2% |
| 5Y | -29.9% | -0.5% | -29.4% | -43.3% |
| 10Y | -53.3% | +647.5% | -700.7% | -77.5% |
| All | -67.3% | +637.4% | -704.7% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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