-58.0%
NCLH vs WSM
+1,071.8%
-1,129.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.6% |
| 30D | -21.7% | -7.7% | -14.0% | -18.4% |
| 3M | -22.2% | +3.8% | -26.0% | -23.6% |
| 6M | -27.5% | +22.7% | -50.2% | -34.1% |
| YTD | -33.6% | +28.0% | -61.6% | -41.0% |
| 1Y | -45.0% | +12.7% | -57.7% | -48.3% |
| 3Y | -11.0% | +231.3% | -242.3% | -54.1% |
| 5Y | -39.7% | +177.2% | -216.9% | -67.5% |
| All | -58.0% | +1,071.8% | -1,129.7% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling