-24.7%
WULF vs NCLH
-40.4%
+15.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.8% |
| 7D | +1.4% | -4.8% | +6.2% | +4.2% |
| 30D | -2.6% | -21.7% | +19.1% | +10.7% |
| 3M | -34.0% | -22.2% | -11.7% | -26.1% |
| 6M | +10.0% | -27.5% | +37.5% | +27.8% |
| YTD | +45.7% | -33.6% | +79.3% | +73.0% |
| 1Y | +57.3% | -45.0% | +102.3% | +104.4% |
| 3Y | +878.9% | -11.0% | +890.0% | +846.2% |
| All | -24.7% | -40.4% | +15.7% | -36.2% |
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