+338.0%
WMB vs NCLH
-38.0%
+376.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | -6.5% | +7.1% | +1.8% |
| 30D | +3.3% | -23.3% | +26.6% | +8.3% |
| 3M | +3.1% | -18.6% | +21.7% | +6.3% |
| 6M | -0.7% | -26.2% | +25.5% | +3.3% |
| YTD | +25.2% | -30.2% | +55.4% | +30.2% |
| 1Y | +32.9% | -39.2% | +72.0% | +41.2% |
| 3Y | +140.6% | -5.1% | +145.6% | +120.5% |
| 5Y | +273.5% | -36.8% | +310.2% | +245.0% |
| 10Y | +334.2% | -56.3% | +390.5% | +231.0% |
| All | +338.0% | -38.0% | +376.0% | +244.3% |
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 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