-27.6%
NCLH vs WWD
+821.9%
-849.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.1% |
| 7D | +0.2% | +4.0% | -3.7% | -2.8% |
| 30D | +20.8% | +0.4% | +20.4% | +19.7% |
| 3M | -8.1% | -7.9% | -0.2% | -2.9% |
| 6M | +11.8% | -10.6% | +22.5% | +20.2% |
| YTD | -19.5% | +9.4% | -28.9% | -28.0% |
| 1Y | -3.2% | +25.7% | -29.0% | -23.2% |
| 3Y | +37.1% | +148.5% | -111.4% | -41.7% |
| 5Y | -29.9% | +189.5% | -219.4% | -74.4% |
| 10Y | -53.3% | +451.8% | -505.0% | -87.8% |
| All | -27.6% | +821.9% | -849.4% | -84.2% |
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