-37.8%
NCLH vs WOLF
+60.4%
-98.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.3% |
| 7D | -0.3% | +9.8% | -10.0% | -0.9% |
| 30D | -20.1% | -12.1% | -7.9% | -19.5% |
| 3M | -17.0% | -47.9% | +30.9% | -12.8% |
| 6M | -23.2% | +74.3% | -97.5% | -30.3% |
| YTD | -31.0% | +65.9% | -96.9% | -37.6% |
| All | -37.8% | +60.4% | -98.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WOLF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling