-37.9%
NCLH vs WPM
+406.2%
-444.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -0.3% | +7.0% | -7.3% | -0.8% |
| 30D | -20.1% | +15.7% | -35.8% | -21.0% |
| 3M | -17.0% | +35.2% | -52.2% | -19.2% |
| 6M | -23.2% | +6.1% | -29.3% | -23.9% |
| YTD | -31.0% | +32.6% | -63.6% | -32.8% |
| 1Y | -37.3% | +46.9% | -84.2% | -39.4% |
| 3Y | -5.6% | +276.3% | -281.9% | -14.9% |
| 5Y | -37.0% | +260.0% | -297.0% | -43.6% |
| 10Y | -55.3% | +508.5% | -563.8% | -60.9% |
| All | -37.9% | +406.2% | -444.1% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling