+143.6%
WULF vs NCLH
-40.8%
+184.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -3.2% |
| 7D | +15.6% | -4.6% | +20.2% | +17.0% |
| 30D | +5.7% | -19.9% | +25.7% | +11.9% |
| 3M | -32.3% | -22.0% | -10.3% | -28.3% |
| 6M | +23.7% | -28.3% | +52.0% | +34.0% |
| YTD | +49.1% | -33.5% | +82.6% | +63.2% |
| 1Y | +66.3% | -41.5% | +107.8% | +86.7% |
| 3Y | +851.7% | -8.9% | +860.6% | +873.9% |
| 5Y | -30.9% | -40.5% | +9.5% | -27.9% |
| 10Y | +86.9% | -57.0% | +143.9% | +89.6% |
| All | +143.6% | -40.8% | +184.4% | +123.6% |
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