+77.9%
NLY vs WING
+407.7%
-329.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.4% | -1.2% |
| 7D | -4.0% | +7.2% | -11.2% | -4.9% |
| 30D | -5.2% | +4.8% | -10.0% | -6.0% |
| 3M | +2.8% | -23.7% | +26.5% | +5.9% |
| 6M | +4.2% | -43.6% | +47.8% | +11.1% |
| YTD | +4.7% | -50.6% | +55.2% | +12.8% |
| 1Y | +12.7% | -57.0% | +69.8% | +23.3% |
| 3Y | +62.5% | -28.3% | +90.8% | +56.2% |
| 5Y | +26.3% | -32.4% | +58.7% | +17.7% |
| All | +77.9% | +407.7% | -329.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling