+269.7%
WDAY vs NCLH
-38.7%
+308.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.6% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | -20.1% | +23.7% | +8.4% |
| 3M | +29.6% | -17.0% | +46.6% | +34.1% |
| 6M | +23.3% | -23.2% | +46.6% | +28.3% |
| YTD | -13.3% | -31.0% | +17.8% | -8.7% |
| 1Y | -19.6% | -37.3% | +17.6% | -14.2% |
| 3Y | -25.7% | -5.6% | -20.1% | -30.7% |
| 5Y | -31.6% | -37.0% | +5.4% | -34.8% |
| 10Y | +109.9% | -55.3% | +165.2% | +82.5% |
| All | +269.7% | -38.7% | +308.4% | +197.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling