+129.5%
WULF vs NCLH
-42.0%
+171.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.3% |
| 7D | -0.6% | -6.5% | +6.0% | +1.3% |
| 30D | -3.6% | -22.1% | +18.4% | +2.7% |
| 3M | -30.4% | -18.7% | -11.7% | -27.2% |
| 6M | +12.5% | -28.4% | +40.9% | +21.9% |
| YTD | +40.5% | -34.7% | +75.2% | +54.6% |
| 1Y | +53.0% | -42.7% | +95.7% | +72.8% |
| 3Y | +796.7% | -10.6% | +807.3% | +822.5% |
| 5Y | -30.9% | -40.7% | +9.9% | -27.6% |
| 10Y | +76.1% | -57.8% | +133.9% | +79.6% |
| All | +129.5% | -42.0% | +171.4% | +111.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling