+142.7%
WFC vs NCLH
-57.7%
+200.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.2% |
| 7D | +0.3% | -6.5% | +6.8% | +2.0% |
| 30D | +2.3% | -22.1% | +24.4% | +9.0% |
| 3M | +9.8% | -18.7% | +28.4% | +14.8% |
| 6M | +15.6% | -28.4% | +44.0% | +23.7% |
| YTD | -2.4% | -34.7% | +32.3% | +5.8% |
| 1Y | +13.8% | -42.7% | +56.5% | +26.9% |
| 3Y | +134.6% | -10.6% | +145.3% | +119.3% |
| 5Y | +127.9% | -40.7% | +168.7% | +118.3% |
| All | +142.7% | -57.7% | +200.4% | +106.9% |
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 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