-41.4%
NCLH vs WSM
+175.3%
-216.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -4.8% | -0.5% | -4.3% | -4.5% |
| 30D | -21.7% | -7.7% | -14.0% | -18.2% |
| 3M | -22.2% | +3.8% | -26.0% | -23.7% |
| 6M | -27.5% | +22.7% | -50.2% | -34.5% |
| YTD | -33.6% | +28.0% | -61.6% | -41.5% |
| 1Y | -45.0% | +12.7% | -57.7% | -48.5% |
| 3Y | -11.0% | +231.3% | -242.3% | -57.2% |
| All | -41.4% | +175.3% | -216.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling