-40.7%
NCLH vs WPM
+252.7%
-293.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.2% |
| 7D | -6.5% | -3.6% | -2.9% | -5.9% |
| 30D | -22.1% | +12.5% | -34.6% | -24.0% |
| 3M | -18.7% | +40.6% | -59.3% | -24.5% |
| 6M | -28.4% | +0.5% | -28.9% | -29.3% |
| YTD | -34.7% | +29.0% | -63.8% | -38.8% |
| 1Y | -42.7% | +43.8% | -86.5% | -47.5% |
| 3Y | -10.6% | +266.3% | -276.9% | -36.4% |
| 5Y | -40.7% | +255.1% | -295.9% | -62.1% |
| All | -40.7% | +252.7% | -293.4% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling