+580.4%
SHW vs NCLH
-38.7%
+619.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.6% | -20.1% | +8.5% | -8.8% |
| 3M | +9.1% | -17.0% | +26.1% | +11.9% |
| 6M | -0.7% | -23.2% | +22.6% | +2.6% |
| YTD | +1.4% | -31.0% | +32.4% | +5.7% |
| 1Y | -12.3% | -37.3% | +25.0% | -7.8% |
| 3Y | +23.4% | -5.6% | +29.0% | +19.6% |
| 5Y | +15.0% | -37.0% | +52.0% | +12.0% |
| 10Y | +278.3% | -55.3% | +333.5% | +234.1% |
| All | +580.4% | -38.7% | +619.1% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling