-37.2%
NCLH vs WWD
+867.6%
-904.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -1.0% |
| 7D | -6.5% | +1.3% | -7.8% | -7.4% |
| 30D | -23.3% | -7.2% | -16.1% | -18.9% |
| 3M | -18.6% | -3.8% | -14.8% | -16.9% |
| 6M | -26.2% | -9.9% | -16.3% | -20.4% |
| YTD | -30.2% | +14.8% | -45.1% | -39.5% |
| 1Y | -39.2% | +42.1% | -81.2% | -56.1% |
| 3Y | -5.1% | +170.8% | -175.9% | -62.2% |
| 5Y | -36.8% | +197.5% | -234.3% | -77.2% |
| 10Y | -56.3% | +477.8% | -534.1% | -89.0% |
| All | -37.2% | +867.6% | -904.8% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling