+1,242.0%
NLY vs WY
+157.3%
+1,084.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -4.0% | -4.2% | +0.2% | -2.6% |
| 30D | -5.2% | -10.1% | +4.8% | -1.8% |
| 3M | +2.8% | -8.5% | +11.3% | +5.6% |
| 6M | +4.2% | -3.3% | +7.5% | +4.9% |
| YTD | +4.7% | -4.4% | +9.1% | +5.4% |
| 1Y | +12.7% | -11.5% | +24.2% | +16.3% |
| 3Y | +62.5% | -24.3% | +86.9% | +75.6% |
| 5Y | +26.3% | -21.3% | +47.6% | +34.3% |
| 10Y | +81.0% | +7.0% | +74.0% | +65.6% |
| All | +1,242.0% | +157.3% | +1,084.6% | +791.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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