-32.1%
WULF vs NLY
+24.5%
-56.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.3% | -7.3% | -7.3% |
| 7D | -6.3% | -4.3% | -2.0% | -2.3% |
| 30D | -11.0% | -6.4% | -4.6% | -5.3% |
| 3M | -40.6% | +2.6% | -43.2% | -42.7% |
| 6M | +5.5% | +6.8% | -1.3% | -1.5% |
| YTD | +34.6% | +4.4% | +30.3% | +29.0% |
| 1Y | +43.8% | +13.2% | +30.6% | +26.4% |
| 3Y | +794.2% | +58.8% | +735.4% | +499.8% |
| 5Y | -32.1% | +24.2% | -56.4% | -32.6% |
| All | -32.1% | +24.5% | -56.7% | -32.6% |
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