+201.1%
WELL vs NLY
+25.6%
+175.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -0.2% | -4.0% | +3.8% | +1.3% |
| 30D | +2.3% | -5.2% | +7.6% | +4.4% |
| 3M | +12.3% | +2.8% | +9.4% | +10.8% |
| 6M | +15.6% | +4.2% | +11.4% | +13.2% |
| YTD | +28.3% | +4.7% | +23.6% | +25.2% |
| 1Y | +41.9% | +12.7% | +29.2% | +34.2% |
| 3Y | +198.3% | +62.5% | +135.8% | +138.3% |
| All | +201.1% | +25.6% | +175.5% | +183.2% |
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