+25.1%
NLY vs WU
-51.3%
+76.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -4.0% | -3.5% | -0.5% | -3.0% |
| 30D | -5.2% | -2.9% | -2.3% | -4.5% |
| 3M | +2.8% | -2.3% | +5.1% | +2.1% |
| 6M | +4.2% | -25.4% | +29.6% | +12.6% |
| YTD | +4.7% | -21.2% | +25.9% | +10.7% |
| 1Y | +12.7% | -8.9% | +21.6% | +12.4% |
| 3Y | +62.5% | -29.0% | +91.5% | +74.3% |
| All | +25.1% | -51.3% | +76.5% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling