-48.1%
NCLH vs WM
+337.2%
-385.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -0.5% | +3.2% | +3.0% |
| 30D | +18.4% | +13.3% | +5.1% | +9.1% |
| 3M | -4.3% | +4.4% | -8.6% | -7.2% |
| 6M | +7.9% | +10.8% | -2.9% | -0.3% |
| YTD | -17.4% | +9.1% | -26.5% | -24.2% |
| 1Y | -3.4% | +19.1% | -22.5% | -16.8% |
| 3Y | +44.4% | +45.7% | -1.2% | +1.5% |
| 5Y | -33.7% | +60.4% | -94.1% | -58.4% |
| 10Y | -48.1% | +328.7% | -376.8% | -81.5% |
| All | -48.1% | +337.2% | -385.3% | -81.5% |
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