+42.9%
WELL vs NCLH
-38.5%
+81.4%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -0.8% | -6.5% | +5.7% | -0.7% |
| 30D | -0.1% | -23.3% | +23.2% | +0.3% |
| 3M | +18.0% | -18.6% | +36.6% | +18.5% |
| 6M | +15.0% | -26.2% | +41.2% | +15.4% |
| YTD | +28.6% | -30.2% | +58.9% | +28.6% |
| 1Y | +42.9% | -39.2% | +82.1% | +44.7% |
| All | +42.9% | -38.5% | +81.4% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling