-24.1%
NCLH vs WST
+1,513.1%
-1,537.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +22.6% | +12.4% | +10.2% | +19.4% |
| 3M | +0.6% | +17.6% | -16.9% | -3.2% |
| 6M | +13.5% | +28.3% | -14.8% | +6.8% |
| YTD | -15.7% | +50.5% | -66.2% | -24.0% |
| 1Y | 0.0% | +49.4% | -49.4% | -9.7% |
| 3Y | +42.8% | +21.9% | +20.9% | +26.3% |
| 5Y | -28.4% | +0.4% | -28.8% | -35.4% |
| 10Y | -51.0% | +451.5% | -502.5% | -77.8% |
| All | -24.1% | +1,513.1% | -1,537.2% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling