+372.7%
NLY vs WU
-22.8%
+395.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -3.6% | -5.0% | +1.3% | -2.0% |
| 30D | -4.9% | -2.3% | -2.7% | -4.3% |
| 3M | +6.2% | -3.2% | +9.4% | +5.8% |
| 6M | +4.5% | -25.0% | +29.5% | +13.3% |
| YTD | +5.1% | -21.7% | +26.8% | +11.9% |
| 1Y | +13.5% | -9.0% | +22.5% | +13.8% |
| 3Y | +65.6% | -28.9% | +94.5% | +78.0% |
| 5Y | +26.9% | -51.0% | +77.9% | +52.4% |
| 10Y | +81.8% | -40.1% | +121.9% | +99.2% |
| All | +372.7% | -22.8% | +395.5% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling