+114.1%
NLY vs FWONK
+276.9%
-162.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -5.2% | -7.7% | +2.5% | -3.2% |
| 3M | +2.8% | +5.7% | -2.9% | +1.1% |
| 6M | +4.2% | +13.5% | -9.3% | +0.4% |
| YTD | +4.7% | -3.0% | +7.6% | +4.9% |
| 1Y | +12.7% | -6.4% | +19.2% | +13.9% |
| 3Y | +62.5% | +43.8% | +18.7% | +43.8% |
| 5Y | +26.3% | +98.6% | -72.2% | +1.5% |
| 10Y | +81.0% | +340.0% | -259.0% | +21.0% |
| All | +114.1% | +276.9% | -162.8% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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