-41.2%
NCLH vs WTW
+329.9%
-371.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.2% |
| 7D | -6.5% | -7.8% | +1.2% | -1.6% |
| 30D | -22.1% | -7.9% | -14.2% | -18.0% |
| 3M | -18.7% | +19.9% | -38.6% | -29.0% |
| 6M | -28.4% | +9.8% | -38.2% | -34.8% |
| YTD | -34.7% | -3.3% | -31.4% | -35.8% |
| 1Y | -42.7% | -3.3% | -39.4% | -43.8% |
| 3Y | -10.6% | +61.5% | -72.2% | -41.6% |
| 5Y | -40.7% | +42.6% | -83.3% | -57.5% |
| 10Y | -57.8% | +197.1% | -254.8% | -81.3% |
| All | -41.2% | +329.9% | -371.1% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling