+122.9%
NLY vs WING
+412.0%
-289.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -3.6% | +0.2% | -3.9% | -3.7% |
| 30D | -4.9% | -0.5% | -4.5% | -5.1% |
| 3M | +6.2% | -23.9% | +30.1% | +9.2% |
| 6M | +4.5% | -48.9% | +53.4% | +12.5% |
| YTD | +5.1% | -53.3% | +58.5% | +13.8% |
| 1Y | +13.5% | -60.3% | +73.8% | +25.0% |
| 3Y | +65.6% | -30.1% | +95.7% | +60.6% |
| 5Y | +26.9% | -36.2% | +63.1% | +20.2% |
| 10Y | +81.8% | +375.3% | -293.5% | +38.1% |
| All | +122.9% | +412.0% | -289.0% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling