-30.6%
WDAY vs NLY
+25.6%
-56.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -5.2% | -4.0% | -1.2% | -3.4% |
| 30D | +5.9% | -5.2% | +11.2% | +8.7% |
| 3M | +42.3% | +2.8% | +39.4% | +40.8% |
| 6M | +34.7% | +4.2% | +30.5% | +31.7% |
| YTD | -13.5% | +4.7% | -18.2% | -16.0% |
| 1Y | -18.1% | +12.7% | -30.8% | -23.4% |
| 3Y | -26.4% | +62.5% | -88.9% | -43.6% |
| All | -30.6% | +25.6% | -56.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling