+550.7%
WELL vs NCLH
-38.0%
+588.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -0.8% | -6.5% | +5.7% | +0.5% |
| 30D | -0.1% | -23.3% | +23.2% | +5.0% |
| 3M | +18.0% | -18.6% | +36.6% | +22.0% |
| 6M | +15.0% | -26.2% | +41.2% | +20.1% |
| YTD | +28.6% | -30.2% | +58.9% | +34.6% |
| 1Y | +42.9% | -39.2% | +82.1% | +52.5% |
| 3Y | +203.0% | -5.1% | +208.1% | +175.0% |
| 5Y | +206.9% | -36.8% | +243.6% | +180.4% |
| 10Y | +339.5% | -56.3% | +395.8% | +220.2% |
| All | +550.7% | -38.0% | +588.6% | +368.6% |
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