-71.6%
NCLH vs WING
+405.9%
-477.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.2% |
| 7D | -6.5% | -3.9% | -2.6% | -5.4% |
| 30D | -23.3% | -11.6% | -11.7% | -20.7% |
| 3M | -18.6% | -24.2% | +5.6% | -12.4% |
| 6M | -26.2% | -54.1% | +27.8% | -8.3% |
| YTD | -30.2% | -53.9% | +23.7% | -14.2% |
| 1Y | -39.2% | -64.4% | +25.2% | -20.2% |
| 3Y | -5.1% | -30.2% | +25.1% | -7.8% |
| 5Y | -36.8% | -34.1% | -2.6% | -41.7% |
| 10Y | -56.3% | +342.1% | -398.4% | -75.7% |
| All | -71.6% | +405.9% | -477.5% | -84.8% |
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