+112.6%
NLY vs NWSA
+121.1%
-8.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.0% | -2.8% | -1.2% | -3.2% |
| 30D | -5.2% | +3.0% | -8.3% | -6.1% |
| 3M | +2.8% | +12.3% | -9.5% | -1.0% |
| 6M | +4.2% | +21.9% | -17.7% | -2.3% |
| YTD | +4.7% | +13.6% | -8.9% | -0.1% |
| 1Y | +12.7% | +0.5% | +12.3% | +11.4% |
| 3Y | +62.5% | +43.8% | +18.8% | +43.1% |
| 5Y | +26.3% | +41.2% | -14.8% | +9.3% |
| 10Y | +81.0% | +148.6% | -67.6% | +27.5% |
| All | +112.6% | +121.1% | -8.5% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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