-11.0%
NCLH vs WSM
+230.1%
-241.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -18.6% |
| 3M | -22.2% | +3.8% | -26.0% | -23.5% |
| 6M | -27.5% | +22.7% | -50.2% | -33.7% |
| YTD | -33.6% | +28.0% | -61.6% | -40.4% |
| 1Y | -45.0% | +12.7% | -57.7% | -48.1% |
| 3Y | -11.0% | +231.3% | -242.3% | -41.0% |
| All | -11.0% | +230.1% | -241.1% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling