+2,446.8%
WAB vs NLY
+1,197.0%
+1,249.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | +0.1% | -4.0% | +4.1% | +1.6% |
| 30D | -4.1% | -5.2% | +1.2% | -2.3% |
| 3M | +8.2% | +2.8% | +5.3% | +6.9% |
| 6M | +15.4% | +4.2% | +11.2% | +13.5% |
| YTD | +33.1% | +4.7% | +28.5% | +30.6% |
| 1Y | +48.1% | +12.7% | +35.3% | +41.3% |
| 3Y | +167.7% | +62.5% | +105.2% | +122.5% |
| 5Y | +225.7% | +26.3% | +199.4% | +191.0% |
| 10Y | +293.7% | +81.0% | +212.8% | +204.2% |
| All | +2,446.8% | +1,197.0% | +1,249.8% | +1,565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling