+310.1%
WMB vs NCLH
-25.0%
+335.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.9% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | -7.1% | +22.6% | -29.7% | -10.9% |
| 3M | -4.0% | +0.6% | -4.6% | -4.7% |
| 6M | -5.7% | +13.5% | -19.2% | -9.5% |
| YTD | +17.2% | -15.7% | +32.9% | +17.0% |
| 1Y | +17.2% | 0.0% | +17.2% | +12.7% |
| 3Y | +121.1% | +42.8% | +78.3% | +86.4% |
| 5Y | +197.2% | -28.4% | +225.6% | +169.1% |
| 10Y | +280.9% | -51.0% | +331.9% | +187.2% |
| All | +310.1% | -25.0% | +335.1% | +209.6% |
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