-45.0%
NCLH vs WWD
+41.6%
-86.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.0% |
| 7D | -4.8% | -2.6% | -2.2% | -3.4% |
| 30D | -21.7% | -6.9% | -14.7% | -18.7% |
| 3M | -22.2% | -13.0% | -9.2% | -16.8% |
| 6M | -27.5% | -12.5% | -15.1% | -23.5% |
| YTD | -33.6% | +11.8% | -45.5% | -35.7% |
| 1Y | -45.0% | +41.1% | -86.0% | -51.0% |
| All | -45.0% | +41.6% | -86.5% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling