+25.1%
NLY vs WCN
+24.9%
+0.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -4.0% | -3.1% | -0.9% | -3.0% |
| 30D | -5.2% | -3.4% | -1.8% | -4.2% |
| 3M | +2.8% | +3.0% | -0.1% | +1.6% |
| 6M | +4.2% | -3.8% | +8.0% | +5.1% |
| YTD | +4.7% | -8.3% | +13.0% | +7.2% |
| 1Y | +12.7% | -9.7% | +22.5% | +16.1% |
| 3Y | +62.5% | +17.2% | +45.4% | +46.6% |
| All | +25.1% | +24.9% | +0.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling