-26.2%
WDAY vs NCLH
-10.5%
-15.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.3% |
| 7D | -7.4% | -4.6% | -2.8% | -6.8% |
| 30D | +1.0% | -19.9% | +21.0% | +4.1% |
| 3M | +32.7% | -22.0% | +54.6% | +37.1% |
| 6M | +25.6% | -28.3% | +53.9% | +30.8% |
| YTD | -13.4% | -33.5% | +20.1% | -9.3% |
| 1Y | -19.4% | -41.5% | +22.1% | -14.3% |
| All | -26.2% | -10.5% | -15.7% | -29.2% |
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 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