-13.5%
WDAY vs NLY
+2.3%
-15.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.9% | +1.2% |
| 7D | -1.2% | +3.5% | -4.7% | -1.9% |
| 30D | +6.8% | +3.6% | +3.2% | +5.9% |
| 3M | +17.8% | -13.6% | +31.4% | +20.1% |
| 6M | +57.8% | -9.1% | +66.9% | +62.1% |
| YTD | -6.0% | -6.1% | 0.0% | -2.8% |
| 1Y | -13.5% | +0.7% | -14.3% | -12.5% |
| All | -13.5% | +2.3% | -15.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling