-40.1%
NCLH vs WY
+22.7%
-62.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | -4.6% | -1.7% | -2.9% | -3.3% |
| 30D | -19.9% | -9.9% | -10.1% | -12.9% |
| 3M | -22.0% | -7.5% | -14.5% | -17.1% |
| 6M | -28.3% | -5.1% | -23.2% | -25.5% |
| YTD | -33.5% | -2.1% | -31.4% | -33.6% |
| 1Y | -41.5% | -7.3% | -34.1% | -39.0% |
| 3Y | -8.9% | -22.6% | +13.7% | +7.4% |
| 5Y | -40.5% | -19.8% | -20.7% | -31.4% |
| 10Y | -57.0% | +9.6% | -66.5% | -63.6% |
| All | -40.1% | +22.7% | -62.7% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling