+142.1%
WBD vs NCLH
-10.7%
+152.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.6% |
| 30D | +1.4% | -21.7% | +23.1% | +8.5% |
| 3M | +4.4% | -22.2% | +26.6% | +11.1% |
| 6M | +0.8% | -27.5% | +28.4% | +8.2% |
| YTD | -2.7% | -33.6% | +30.9% | +5.6% |
| 1Y | +73.4% | -45.0% | +118.4% | +100.1% |
| 3Y | +142.1% | -11.0% | +153.2% | +113.4% |
| All | +142.1% | -10.7% | +152.8% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling