+295.4%
WMB vs NCLH
-57.7%
+353.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.8% |
| 7D | -1.7% | -6.5% | +4.9% | -0.5% |
| 30D | +0.7% | -22.1% | +22.8% | +5.1% |
| 3M | +1.5% | -18.7% | +20.2% | +4.5% |
| 6M | +0.1% | -28.4% | +28.5% | +4.4% |
| YTD | +22.9% | -34.7% | +57.6% | +29.1% |
| 1Y | +27.9% | -42.7% | +70.6% | +36.9% |
| 3Y | +139.1% | -10.6% | +149.8% | +122.6% |
| 5Y | +270.9% | -40.7% | +311.7% | +249.0% |
| All | +295.4% | -57.7% | +353.0% | +230.1% |
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