+12.7%
NLY vs WCC
+66.6%
-53.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -4.0% | +1.5% | -5.5% | -4.2% |
| 30D | -5.2% | -2.1% | -3.1% | -5.1% |
| 3M | +2.8% | +3.8% | -1.0% | +1.9% |
| 6M | +4.2% | +35.0% | -30.8% | -1.4% |
| YTD | +4.7% | +46.4% | -41.7% | -1.5% |
| 1Y | +12.7% | +63.0% | -50.2% | +5.2% |
| All | +12.7% | +66.6% | -53.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling