-5.6%
NCLH vs WST
-15.5%
+10.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -20.1% | -4.6% | -15.4% | -19.6% |
| 3M | -17.0% | +5.7% | -22.7% | -17.7% |
| 6M | -23.2% | +37.6% | -60.8% | -26.6% |
| YTD | -31.0% | +23.0% | -54.1% | -33.3% |
| 1Y | -37.3% | +33.8% | -71.1% | -39.9% |
| 3Y | -5.6% | -13.4% | +7.8% | -3.9% |
| All | -5.6% | -15.5% | +10.0% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling