+25.1%
NLY vs WWD
+184.1%
-159.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -4.0% | -2.6% | -1.4% | -3.3% |
| 30D | -5.2% | -6.9% | +1.7% | -3.4% |
| 3M | +2.8% | -13.0% | +15.9% | +6.5% |
| 6M | +4.2% | -12.5% | +16.7% | +7.2% |
| YTD | +4.7% | +11.8% | -7.2% | -0.6% |
| 1Y | +12.7% | +41.1% | -28.3% | -1.3% |
| 3Y | +62.5% | +163.1% | -100.5% | +8.2% |
| All | +25.1% | +184.1% | -159.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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