-37.9%
NCLH vs WU
+4.7%
-42.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | +0.4% |
| 7D | -0.3% | -0.8% | +0.6% | +0.2% |
| 30D | -20.1% | -1.1% | -18.9% | -19.5% |
| 3M | -17.0% | -1.8% | -15.2% | -18.1% |
| 6M | -23.2% | -23.9% | +0.7% | -11.0% |
| YTD | -31.0% | -20.4% | -10.6% | -22.7% |
| 1Y | -37.3% | -10.6% | -26.7% | -36.1% |
| 3Y | -5.6% | -27.7% | +22.2% | +8.3% |
| 5Y | -37.0% | -51.1% | +14.2% | -6.4% |
| 10Y | -55.3% | -40.7% | -14.5% | -38.8% |
| All | -37.9% | +4.7% | -42.6% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling