+82.7%
WULF vs NCLH
-56.9%
+139.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.2% |
| 7D | +1.4% | -4.8% | +6.2% | +2.8% |
| 30D | -2.6% | -21.7% | +19.1% | +4.1% |
| 3M | -34.0% | -22.2% | -11.7% | -29.9% |
| 6M | +10.0% | -27.5% | +37.5% | +19.4% |
| YTD | +45.7% | -33.6% | +79.3% | +60.4% |
| 1Y | +57.3% | -45.0% | +102.3% | +81.1% |
| 3Y | +878.9% | -11.0% | +890.0% | +906.9% |
| 5Y | -28.3% | -39.7% | +11.4% | -25.4% |
| All | +82.7% | -56.9% | +139.6% | +91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling