-40.7%
NCLH vs WU
-51.6%
+10.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -6.5% | -5.0% | -1.6% | -4.0% |
| 30D | -22.1% | -2.3% | -19.8% | -21.1% |
| 3M | -18.7% | -3.2% | -15.5% | -19.0% |
| 6M | -28.4% | -25.0% | -3.4% | -17.8% |
| YTD | -34.7% | -21.7% | -13.1% | -27.1% |
| 1Y | -42.7% | -9.0% | -33.7% | -42.4% |
| 3Y | -10.6% | -28.9% | +18.3% | +2.2% |
| 5Y | -40.7% | -51.0% | +10.3% | -16.7% |
| All | -40.7% | -51.6% | +10.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling