+135.9%
WMT vs NCLH
-40.4%
+176.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | 0.0% | -4.8% | +4.8% | +0.3% |
| 30D | -7.4% | -21.7% | +14.3% | -6.0% |
| 3M | -10.9% | -22.2% | +11.4% | -9.5% |
| 6M | -12.7% | -27.5% | +14.9% | -11.2% |
| YTD | -3.2% | -33.6% | +30.4% | -1.3% |
| 1Y | +5.3% | -45.0% | +50.3% | +8.6% |
| 3Y | +101.9% | -11.0% | +112.9% | +98.7% |
| All | +135.9% | -40.4% | +176.3% | +132.7% |
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