+112.2%
WDAY vs NCLH
-56.9%
+169.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | -5.2% | -4.8% | -0.3% | -4.3% |
| 30D | +5.9% | -21.7% | +27.6% | +10.8% |
| 3M | +42.3% | -22.2% | +64.5% | +48.8% |
| 6M | +34.7% | -27.5% | +62.3% | +41.2% |
| YTD | -13.5% | -33.6% | +20.1% | -8.7% |
| 1Y | -18.1% | -45.0% | +26.9% | -10.8% |
| 3Y | -26.4% | -11.0% | -15.3% | -30.1% |
| 5Y | -30.6% | -39.7% | +9.1% | -33.1% |
| All | +112.2% | -56.9% | +169.1% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling