-55.3%
NCLH vs WM
+305.2%
-360.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | -20.1% | -4.3% | -15.7% | -17.8% |
| 3M | -17.0% | +0.8% | -17.8% | -18.0% |
| 6M | -23.2% | -10.8% | -12.5% | -18.4% |
| YTD | -31.0% | -0.1% | -31.0% | -32.9% |
| 1Y | -37.3% | +1.0% | -38.3% | -39.6% |
| 3Y | -5.6% | +45.1% | -50.7% | -34.5% |
| 5Y | -37.0% | +52.1% | -89.1% | -59.6% |
| 10Y | -55.3% | +302.9% | -358.2% | -84.7% |
| All | -55.3% | +305.2% | -360.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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