+1,641.4%
WDC vs NCLH
-38.7%
+1,680.1%
-70.5%
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 | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +9.9% | -20.1% | +30.0% | +17.5% |
| 3M | -9.4% | -17.0% | +7.6% | -5.1% |
| 6M | +94.7% | -23.2% | +118.0% | +108.0% |
| YTD | +177.4% | -31.0% | +208.4% | +203.8% |
| 1Y | +412.6% | -37.3% | +449.8% | +471.0% |
| 3Y | +1,359.8% | -5.6% | +1,365.4% | +1,263.2% |
| 5Y | +992.6% | -37.0% | +1,029.5% | +955.7% |
| 10Y | +1,245.5% | -55.3% | +1,300.8% | +1,058.7% |
| All | +1,641.4% | -38.7% | +1,680.1% | +1,260.8% |
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