+4,460.7%
GWW vs NLY
+1,197.0%
+3,263.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -3.4% | -4.0% | +0.6% | -2.4% |
| 30D | -1.9% | -5.2% | +3.3% | -0.6% |
| 3M | -2.4% | +2.8% | -5.2% | -3.1% |
| 6M | +15.7% | +4.2% | +11.5% | +14.3% |
| YTD | +27.6% | +4.7% | +22.9% | +25.9% |
| 1Y | +27.2% | +12.7% | +14.4% | +23.1% |
| 3Y | +89.7% | +62.5% | +27.1% | +66.4% |
| 5Y | +223.9% | +26.3% | +197.6% | +198.0% |
| 10Y | +567.1% | +81.0% | +486.2% | +448.2% |
| All | +4,460.7% | +1,197.0% | +3,263.7% | +2,583.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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