+25.1%
NLY vs BWA
+87.2%
-62.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.9% |
| 7D | -4.0% | -1.3% | -2.7% | -3.7% |
| 30D | -5.2% | -2.9% | -2.3% | -4.6% |
| 3M | +2.8% | -10.7% | +13.6% | +5.7% |
| 6M | +4.2% | +26.5% | -22.3% | -4.1% |
| YTD | +4.7% | +49.1% | -44.4% | -10.1% |
| 1Y | +12.7% | +52.1% | -39.3% | -4.1% |
| 3Y | +62.5% | +72.6% | -10.0% | +28.8% |
| All | +25.1% | +87.2% | -62.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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