-19.3%
WBD vs NCLH
-40.8%
+21.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.2% |
| 7D | -1.7% | -4.6% | +2.9% | -0.4% |
| 30D | +3.9% | -19.9% | +23.8% | +10.2% |
| 3M | +5.1% | -22.0% | +27.0% | +11.4% |
| 6M | +0.6% | -28.3% | +28.9% | +7.8% |
| YTD | -3.2% | -33.5% | +30.3% | +4.6% |
| 1Y | +127.7% | -41.5% | +169.1% | +153.8% |
| 3Y | +146.6% | -8.9% | +155.5% | +132.6% |
| 5Y | +4.2% | -40.5% | +44.6% | +3.2% |
| 10Y | +13.7% | -57.0% | +70.6% | +2.9% |
| All | -19.3% | -40.8% | +21.5% | -29.7% |
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