+225.9%
WELL vs NCLH
-30.1%
+256.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +5.7% | +20.8% | -15.1% | +4.2% |
| 3M | +4.6% | -8.1% | +12.8% | +5.1% |
| 6M | +11.9% | +11.8% | 0.0% | +10.5% |
| YTD | +33.6% | -19.5% | +53.1% | +34.4% |
| 1Y | +29.8% | -3.2% | +33.0% | +28.5% |
| 3Y | +202.2% | +37.1% | +165.1% | +180.2% |
| All | +225.9% | -30.1% | +256.0% | +230.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling