+1,604.9%
WDC vs NCLH
-38.0%
+1,642.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +5.9% |
| 7D | +1.7% | -6.5% | +8.2% | +3.8% |
| 30D | -10.0% | -23.3% | +13.3% | -2.3% |
| 3M | -18.8% | -18.6% | -0.1% | -14.3% |
| 6M | +79.0% | -26.2% | +105.3% | +93.7% |
| YTD | +171.6% | -30.2% | +201.8% | +196.4% |
| 1Y | +417.4% | -39.2% | +456.5% | +481.6% |
| 3Y | +1,251.8% | -5.1% | +1,256.8% | +1,160.3% |
| 5Y | +911.7% | -36.8% | +948.5% | +876.7% |
| 10Y | +1,399.6% | -56.3% | +1,455.9% | +1,200.7% |
| All | +1,604.9% | -38.0% | +1,642.9% | +1,227.7% |
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