-37.2%
NCLH vs WM
+729.6%
-766.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -6.5% | -0.3% | -6.2% | -6.3% |
| 30D | -23.3% | -2.4% | -20.9% | -22.2% |
| 3M | -18.6% | +0.4% | -19.0% | -19.4% |
| 6M | -26.2% | -9.5% | -16.8% | -22.4% |
| YTD | -30.2% | +0.5% | -30.7% | -32.3% |
| 1Y | -39.2% | -1.1% | -38.1% | -40.5% |
| 3Y | -5.1% | +46.0% | -51.1% | -33.3% |
| 5Y | -36.8% | +51.8% | -88.6% | -58.2% |
| 10Y | -56.3% | +307.5% | -363.8% | -85.1% |
| All | -37.2% | +729.6% | -766.8% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling