+283.3%
WMB vs NCLH
-53.1%
+336.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.5% |
| 7D | +8.1% | +1.7% | +6.4% | +7.7% |
| 30D | -6.9% | +17.9% | -24.8% | -9.9% |
| 3M | -5.1% | -4.5% | -0.6% | -4.9% |
| 6M | -5.7% | +12.9% | -18.6% | -9.3% |
| YTD | +18.1% | -19.1% | +37.1% | +18.8% |
| 1Y | +18.4% | -4.6% | +23.1% | +15.1% |
| 3Y | +122.7% | +37.0% | +85.7% | +90.6% |
| 5Y | +202.0% | -29.5% | +231.6% | +175.7% |
| All | +283.3% | -53.1% | +336.4% | +223.1% |
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