+19.4%
NLY vs WOLF
+44.0%
-24.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.5% |
| 7D | -4.0% | -8.6% | +4.6% | -3.8% |
| 30D | -5.2% | -18.3% | +13.0% | -4.9% |
| 3M | +2.8% | -43.1% | +45.9% | +3.6% |
| 6M | +4.2% | +42.4% | -38.2% | +0.3% |
| YTD | +4.7% | +48.9% | -44.2% | +0.7% |
| All | +19.4% | +44.0% | -24.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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