+206.8%
WELL vs NCLH
-40.9%
+247.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -1.1% | -4.6% | +3.5% | -0.8% |
| 30D | +0.7% | -19.9% | +20.7% | +2.3% |
| 3M | +14.5% | -22.0% | +36.5% | +16.3% |
| 6M | +14.4% | -28.3% | +42.7% | +16.6% |
| YTD | +28.5% | -33.5% | +61.9% | +31.2% |
| 1Y | +41.8% | -41.5% | +83.2% | +46.0% |
| 3Y | +202.8% | -8.9% | +211.7% | +190.8% |
| All | +206.8% | -40.9% | +247.7% | +208.9% |
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