+112.2%
WDAY vs NLY
+81.8%
+30.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -5.2% | -4.0% | -1.2% | -3.7% |
| 30D | +5.9% | -5.2% | +11.2% | +8.2% |
| 3M | +42.3% | +2.8% | +39.4% | +41.0% |
| 6M | +34.7% | +4.2% | +30.5% | +32.3% |
| YTD | -13.5% | +4.7% | -18.2% | -15.5% |
| 1Y | -18.1% | +12.7% | -30.8% | -22.3% |
| 3Y | -26.4% | +62.5% | -88.9% | -39.8% |
| 5Y | -30.6% | +26.3% | -56.9% | -38.8% |
| All | +112.2% | +81.8% | +30.4% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling