+1,248.1%
NLY vs WWD
+8,064.5%
-6,816.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.3% |
| 7D | -3.6% | -2.9% | -0.8% | -2.9% |
| 30D | -4.9% | -6.6% | +1.7% | -3.3% |
| 3M | +6.2% | -9.3% | +15.5% | +8.4% |
| 6M | +4.5% | -13.6% | +18.1% | +7.6% |
| YTD | +5.1% | +10.4% | -5.2% | +1.2% |
| 1Y | +13.5% | +39.9% | -26.4% | +2.2% |
| 3Y | +65.6% | +165.0% | -99.5% | +23.9% |
| 5Y | +26.9% | +183.8% | -156.9% | -7.9% |
| 10Y | +81.8% | +486.6% | -404.8% | +6.9% |
| All | +1,248.1% | +8,064.5% | -6,816.4% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling