Why does depression cause excessive worry?

I have been dealing with depression for a year and a half. Im constantly bombarded by worry over stupid things, for example im 23 and i feel like im 50, meaning i feel like my life has passed me by and feel like a failure. Everything is overwhelming, from having to do simple chores let alone deal with school and work. Social events also stress me out to shear awkwardness, and i also have extreme lethargy, sometimes i can sleep all day. I dont want to take meds for depression, i know people become dependant on them. I recently started exercising and have noticed a bit of improvement. I would just like to know why depression causes this over analyzing. I dont have a general anxiety disorder, i only use to get panic attacks when i first came down with depression which was about 2-3 months into the beginning of this BS. Are these common symptoms of depression? And can depression go away by itself if you ride it out? Thank you.