+12.5%
WFC vs NCLH
-43.7%
+56.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | 0.0% |
| 7D | +0.3% | -6.5% | +6.8% | +1.2% |
| 30D | +2.3% | -22.1% | +24.4% | +5.8% |
| 3M | +9.8% | -18.7% | +28.4% | +12.1% |
| 6M | +15.6% | -28.4% | +44.0% | +19.5% |
| YTD | -2.4% | -34.7% | +32.3% | +1.5% |
| All | +12.5% | -43.7% | +56.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling