-45.0%
NCLH vs WSM
+12.7%
-57.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.4% |
| 30D | -21.7% | -7.7% | -14.0% | -17.0% |
| 3M | -22.2% | +3.8% | -26.0% | -24.3% |
| 6M | -27.5% | +22.7% | -50.2% | -37.0% |
| YTD | -33.6% | +28.0% | -61.6% | -43.0% |
| 1Y | -45.0% | +12.7% | -57.7% | -52.3% |
| All | -45.0% | +12.7% | -57.7% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling