-1.3%
NLY vs WETO
-99.4%
+98.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.5% | +22.3% | -1.3% |
| 7D | +2.7% | -23.1% | +25.8% | +2.6% |
| 30D | +2.3% | -43.4% | +45.7% | +2.2% |
| 3M | -15.2% | -87.9% | +72.7% | -15.0% |
| 6M | -11.2% | -98.7% | +87.6% | -10.1% |
| YTD | -7.1% | -99.3% | +92.2% | -2.1% |
| 1Y | -1.3% | -99.4% | +98.2% | +5.9% |
| All | -1.3% | -99.4% | +98.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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