+62.5%
NLY vs WPM
+267.3%
-204.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -0.7% |
| 7D | -4.0% | -0.6% | -3.4% | -3.9% |
| 30D | -5.2% | +14.4% | -19.7% | -7.1% |
| 3M | +2.8% | +37.0% | -34.2% | -1.9% |
| 6M | +4.2% | +4.1% | +0.1% | +2.7% |
| YTD | +4.7% | +31.7% | -27.1% | -0.2% |
| 1Y | +12.7% | +44.2% | -31.4% | +5.9% |
| 3Y | +62.5% | +265.5% | -202.9% | +20.3% |
| All | +62.5% | +267.3% | -204.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling