-29.6%
NCLH vs WWD
+187.3%
-216.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.2% |
| 7D | +0.2% | +4.0% | -3.7% | -2.3% |
| 30D | +20.8% | +0.4% | +20.4% | +20.0% |
| 3M | -8.1% | -7.9% | -0.2% | -3.7% |
| 6M | +11.8% | -10.6% | +22.5% | +18.9% |
| YTD | -19.5% | +9.4% | -28.9% | -26.1% |
| 1Y | -3.2% | +25.7% | -29.0% | -19.6% |
| 3Y | +37.1% | +148.5% | -111.4% | -34.8% |
| All | -29.6% | +187.3% | -216.9% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling