+349.9%
WELL vs NCLH
-57.7%
+407.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -2.2% | -6.5% | +4.3% | -0.9% |
| 30D | +4.7% | -22.1% | +26.8% | +9.9% |
| 3M | +11.9% | -18.7% | +30.6% | +15.9% |
| 6M | +14.3% | -28.4% | +42.7% | +20.3% |
| YTD | +28.4% | -34.7% | +63.1% | +36.3% |
| 1Y | +42.3% | -42.7% | +85.0% | +54.1% |
| 3Y | +202.6% | -10.6% | +213.2% | +175.9% |
| 5Y | +206.5% | -40.7% | +247.3% | +182.1% |
| All | +349.9% | -57.7% | +407.6% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling