-57.0%
NCLH vs WST
+325.7%
-382.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.6% | -1.7% | -3.0% | -4.3% |
| 30D | -19.9% | -4.3% | -15.6% | -19.2% |
| 3M | -22.0% | +0.7% | -22.7% | -22.2% |
| 6M | -28.3% | +36.0% | -64.3% | -33.0% |
| YTD | -33.5% | +22.7% | -56.2% | -36.6% |
| 1Y | -41.5% | +34.1% | -75.6% | -45.4% |
| 3Y | -8.9% | -13.6% | +4.7% | -11.2% |
| 5Y | -40.5% | -26.0% | -14.5% | -43.5% |
| 10Y | -57.0% | +335.8% | -392.7% | -75.2% |
| All | -57.0% | +325.7% | -382.6% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling