-40.1%
NCLH vs WSM
+1,291.9%
-1,332.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | -4.6% | +2.6% | -7.2% | -5.8% |
| 30D | -19.9% | -9.3% | -10.7% | -16.2% |
| 3M | -22.0% | +7.1% | -29.1% | -24.3% |
| 6M | -28.3% | +21.7% | -50.0% | -34.2% |
| YTD | -33.5% | +28.7% | -62.2% | -40.7% |
| 1Y | -41.5% | +13.9% | -55.3% | -45.0% |
| 3Y | -8.9% | +232.2% | -241.1% | -50.8% |
| 5Y | -40.5% | +176.4% | -216.8% | -66.3% |
| 10Y | -57.0% | +1,072.4% | -1,129.4% | -88.3% |
| All | -40.1% | +1,291.9% | -1,332.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling