diff --git a/yli/utils.py b/yli/utils.py
index a19acc5..ce95f0a 100644
--- a/yli/utils.py
+++ b/yli/utils.py
@@ -31,6 +31,7 @@ def check_nan(df, nan_policy):
 	if nan_policy == 'raise':
 		if pd.isna(df).any(axis=None):
 			raise ValueError('NaN in input, pass nan_policy="warn" or "omit" to ignore')
+		return df
 	elif nan_policy == 'warn':
 		df_cleaned = df.dropna()
 		if len(df_cleaned) < len(df):