+1,248.1%
NLY vs BWA
+1,267.3%
-19.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -3.6% | -0.1% | -3.6% | -3.6% |
| 30D | -4.9% | -5.5% | +0.5% | -3.7% |
| 3M | +6.2% | -7.6% | +13.8% | +7.9% |
| 6M | +4.5% | +25.0% | -20.5% | -2.3% |
| YTD | +5.1% | +47.0% | -41.8% | -6.7% |
| 1Y | +13.5% | +54.0% | -40.5% | -0.7% |
| 3Y | +65.6% | +70.7% | -5.1% | +38.2% |
| 5Y | +26.9% | +86.7% | -59.8% | +2.1% |
| 10Y | +81.8% | +154.0% | -72.2% | +28.7% |
| All | +1,248.1% | +1,267.3% | -19.2% | +462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling