-45.0%
NCLH vs WPM
+46.6%
-91.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | -4.8% | -0.6% | -4.3% | -4.7% |
| 30D | -21.7% | +14.4% | -36.1% | -23.8% |
| 3M | -22.2% | +37.0% | -59.2% | -27.7% |
| 6M | -27.5% | +4.1% | -31.7% | -29.7% |
| YTD | -33.6% | +31.7% | -65.3% | -37.8% |
| 1Y | -45.0% | +44.2% | -89.2% | -50.1% |
| All | -45.0% | +46.6% | -91.6% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling