+1,285.5%
NLY vs WST
+5,863.2%
-4,577.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.4% | -1.7% | +1.2% | -0.1% |
| 30D | -1.3% | -4.3% | +3.0% | -0.5% |
| 3M | +7.6% | +0.7% | +6.9% | +7.3% |
| 6M | +8.9% | +36.0% | -27.1% | +1.8% |
| YTD | +8.1% | +22.7% | -14.7% | +2.9% |
| 1Y | +15.8% | +34.1% | -18.3% | +7.8% |
| 3Y | +70.2% | -13.6% | +83.7% | +64.9% |
| 5Y | +30.0% | -26.0% | +55.9% | +27.1% |
| 10Y | +86.8% | +335.8% | -248.9% | +17.5% |
| All | +1,285.5% | +5,863.2% | -4,577.7% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling