+77.9%
NLY vs WSM
+1,071.8%
-993.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | -5.2% | -7.7% | +2.5% | -3.6% |
| 3M | +2.8% | +3.8% | -0.9% | +1.8% |
| 6M | +4.2% | +22.7% | -18.5% | -0.7% |
| YTD | +4.7% | +28.0% | -23.3% | -1.4% |
| 1Y | +12.7% | +12.7% | 0.0% | +8.9% |
| 3Y | +62.5% | +231.3% | -168.7% | +18.2% |
| 5Y | +26.3% | +177.2% | -150.9% | -7.9% |
| All | +77.9% | +1,071.8% | -993.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling