+289.9%
WDAY vs NCLH
-28.4%
+318.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | +4.1% | +20.8% | -16.7% | -0.2% |
| 3M | -4.8% | -8.1% | +3.3% | -3.8% |
| 6M | +68.6% | +11.8% | +56.8% | +63.0% |
| YTD | -8.5% | -19.5% | +11.0% | -7.1% |
| 1Y | -12.1% | -3.2% | -8.9% | -14.3% |
| 3Y | -13.2% | +37.1% | -50.3% | -25.2% |
| 5Y | -33.7% | -29.9% | -3.8% | -38.4% |
| 10Y | +137.4% | -53.3% | +190.7% | +108.4% |
| All | +289.9% | -28.4% | +318.3% | +202.3% |
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 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