+4,711.3%
WELL vs NLY
+1,202.9%
+3,508.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.2% |
| 7D | -2.2% | -3.6% | +1.4% | -0.6% |
| 30D | +4.7% | -4.9% | +9.6% | +7.1% |
| 3M | +11.9% | +6.2% | +5.7% | +8.6% |
| 6M | +14.3% | +4.5% | +9.8% | +11.5% |
| YTD | +28.4% | +5.1% | +23.2% | +24.5% |
| 1Y | +42.3% | +13.5% | +28.8% | +33.1% |
| 3Y | +202.6% | +65.6% | +137.0% | +133.3% |
| 5Y | +206.5% | +26.9% | +179.6% | +161.1% |
| 10Y | +356.2% | +81.8% | +274.4% | +227.5% |
| All | +4,711.3% | +1,202.9% | +3,508.4% | +2,132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling