+12.0%
SHW vs NCLH
-40.4%
+52.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -3.1% | -4.8% | +1.7% | -2.3% |
| 30D | -10.0% | -21.7% | +11.6% | -6.2% |
| 3M | +2.3% | -22.2% | +24.5% | +6.6% |
| 6M | +0.7% | -27.5% | +28.2% | +5.7% |
| YTD | +0.5% | -33.6% | +34.1% | +6.3% |
| 1Y | -11.5% | -45.0% | +33.5% | -4.0% |
| 3Y | +21.3% | -11.0% | +32.4% | +17.9% |
| All | +12.0% | -40.4% | +52.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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