+62.5%
NLY vs WU
-28.7%
+91.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -4.0% | -3.5% | -0.5% | -3.3% |
| 30D | -5.2% | -2.9% | -2.3% | -4.7% |
| 3M | +2.8% | -2.3% | +5.1% | +2.2% |
| 6M | +4.2% | -25.4% | +29.6% | +10.7% |
| YTD | +4.7% | -21.2% | +25.9% | +9.4% |
| 1Y | +12.7% | -8.9% | +21.6% | +12.0% |
| 3Y | +62.5% | -29.0% | +91.5% | +71.0% |
| All | +62.5% | -28.7% | +91.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling