-58.0%
NCLH vs WTW
+198.0%
-256.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -4.8% | -5.7% | +0.9% | -1.1% |
| 30D | -21.7% | -7.3% | -14.4% | -17.8% |
| 3M | -22.2% | +21.5% | -43.7% | -33.0% |
| 6M | -27.5% | +9.6% | -37.2% | -34.1% |
| YTD | -33.6% | -3.3% | -30.3% | -34.7% |
| 1Y | -45.0% | -6.1% | -38.8% | -44.9% |
| 3Y | -11.0% | +61.8% | -72.9% | -43.7% |
| 5Y | -39.7% | +42.7% | -82.4% | -58.0% |
| All | -58.0% | +198.0% | -256.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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