-27.7%
NCLH vs WM
+799.0%
-826.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.2% |
| 7D | +2.0% | +1.2% | +0.8% | +1.2% |
| 30D | +19.1% | +13.1% | +6.0% | +9.9% |
| 3M | -7.5% | +3.6% | -11.1% | -9.9% |
| 6M | +1.0% | +8.1% | -7.1% | -5.1% |
| YTD | -19.7% | +8.9% | -28.6% | -26.2% |
| 1Y | -1.8% | +20.3% | -22.1% | -15.8% |
| 3Y | +36.7% | +46.2% | -9.5% | -2.7% |
| 5Y | -38.0% | +59.9% | -97.9% | -60.1% |
| 10Y | -51.6% | +345.6% | -397.1% | -84.4% |
| All | -27.7% | +799.0% | -826.7% | -83.2% |
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