-58.0%
NCLH vs WWD
+498.2%
-556.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +0.5% |
| 7D | -4.8% | -2.6% | -2.2% | -2.6% |
| 30D | -21.7% | -6.9% | -14.7% | -16.9% |
| 3M | -22.2% | -13.0% | -9.2% | -13.3% |
| 6M | -27.5% | -12.5% | -15.1% | -19.5% |
| YTD | -33.6% | +11.8% | -45.5% | -42.2% |
| 1Y | -45.0% | +41.1% | -86.0% | -61.8% |
| 3Y | -11.0% | +163.1% | -174.1% | -68.0% |
| 5Y | -39.7% | +187.6% | -227.4% | -80.8% |
| All | -58.0% | +498.2% | -556.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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