-37.9%
NCLH vs WST
+1,218.8%
-1,256.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -20.1% | -4.6% | -15.4% | -19.2% |
| 3M | -17.0% | +5.7% | -22.7% | -18.2% |
| 6M | -23.2% | +37.6% | -60.8% | -29.2% |
| YTD | -31.0% | +23.0% | -54.1% | -34.8% |
| 1Y | -37.3% | +33.8% | -71.1% | -42.1% |
| 3Y | -5.6% | -13.4% | +7.8% | -8.5% |
| 5Y | -37.0% | -27.0% | -10.0% | -38.8% |
| 10Y | -55.3% | +324.5% | -379.8% | -78.2% |
| All | -37.9% | +1,218.8% | -1,256.8% | -77.1% |
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