+77.9%
NLY vs WST
+344.2%
-266.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -4.0% | +1.8% | -5.8% | -4.3% |
| 30D | -5.2% | -1.7% | -3.5% | -5.0% |
| 3M | +2.8% | +4.9% | -2.0% | +2.0% |
| 6M | +4.2% | +45.5% | -41.3% | -1.9% |
| YTD | +4.7% | +26.1% | -21.5% | +0.5% |
| 1Y | +12.7% | +31.7% | -18.9% | +7.2% |
| 3Y | +62.5% | -12.1% | +74.6% | +59.0% |
| 5Y | +26.3% | -23.6% | +49.9% | +20.8% |
| All | +77.9% | +344.2% | -266.3% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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