+277.3%
WFC vs NCLH
-38.0%
+315.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | -6.5% | +10.3% | +5.5% |
| 30D | +1.5% | -23.3% | +24.8% | +8.4% |
| 3M | +10.9% | -18.6% | +29.5% | +15.8% |
| 6M | +8.4% | -26.2% | +34.7% | +15.1% |
| YTD | -1.9% | -30.2% | +28.4% | +4.5% |
| 1Y | +12.3% | -39.2% | +51.5% | +23.1% |
| 3Y | +132.3% | -5.1% | +137.4% | +114.4% |
| 5Y | +130.1% | -36.8% | +166.8% | +117.2% |
| 10Y | +134.4% | -56.3% | +190.7% | +95.2% |
| All | +277.3% | -38.0% | +315.2% | +209.0% |
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