+1,198.8%
NLY vs WCC
+1,675.2%
-476.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.1% |
| 7D | -3.6% | +1.7% | -5.3% | -4.0% |
| 30D | -4.9% | -6.1% | +1.1% | -3.9% |
| 3M | +6.2% | +3.1% | +3.1% | +4.9% |
| 6M | +4.5% | +28.2% | -23.7% | -1.5% |
| YTD | +5.1% | +41.1% | -35.9% | -3.0% |
| 1Y | +13.5% | +61.3% | -47.8% | +1.6% |
| 3Y | +65.6% | +123.6% | -58.1% | +34.7% |
| 5Y | +26.9% | +214.8% | -187.9% | -5.5% |
| 10Y | +81.8% | +513.6% | -431.8% | +11.4% |
| All | +1,198.8% | +1,675.2% | -476.5% | +522.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling