-41.4%
NCLH vs WY
-22.2%
-19.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -4.8% | -4.2% | -0.6% | -1.7% |
| 30D | -21.7% | -10.1% | -11.6% | -15.1% |
| 3M | -22.2% | -8.5% | -13.7% | -17.1% |
| 6M | -27.5% | -3.3% | -24.2% | -25.9% |
| YTD | -33.6% | -4.4% | -29.2% | -32.5% |
| 1Y | -45.0% | -11.5% | -33.5% | -40.7% |
| 3Y | -11.0% | -24.3% | +13.3% | +6.1% |
| All | -41.4% | -22.2% | -19.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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