+288.5%
WMB vs NCLH
-36.8%
+325.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.4% | +2.4% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +7.7% | -20.1% | +27.8% | +9.8% |
| 3M | +6.7% | -17.0% | +23.7% | +8.0% |
| 6M | +3.6% | -23.2% | +26.9% | +5.3% |
| YTD | +28.0% | -31.0% | +59.0% | +30.7% |
| 1Y | +37.6% | -37.3% | +74.9% | +41.6% |
| 3Y | +149.0% | -5.6% | +154.6% | +138.5% |
| All | +288.5% | -36.8% | +325.3% | +282.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling