+145.0%
WFC vs NCLH
-56.9%
+201.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | +0.4% | -4.8% | +5.2% | +1.6% |
| 30D | +1.5% | -21.7% | +23.2% | +8.0% |
| 3M | +10.2% | -22.2% | +32.4% | +16.7% |
| 6M | +18.8% | -27.5% | +46.3% | +26.8% |
| YTD | -1.5% | -33.6% | +32.1% | +6.3% |
| 1Y | +13.5% | -45.0% | +58.5% | +28.1% |
| 3Y | +135.0% | -11.0% | +146.0% | +119.9% |
| 5Y | +130.1% | -39.7% | +169.8% | +119.4% |
| All | +145.0% | -56.9% | +201.9% | +107.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling