+3,416.4%
WAT vs NLY
+1,202.9%
+2,213.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -2.9% | -3.6% | +0.8% | -2.1% |
| 30D | -3.2% | -4.9% | +1.7% | -2.1% |
| 3M | +10.6% | +6.2% | +4.4% | +9.1% |
| 6M | +34.0% | +4.5% | +29.6% | +32.8% |
| YTD | +5.7% | +5.1% | +0.6% | +4.6% |
| 1Y | +37.1% | +13.5% | +23.5% | +33.4% |
| 3Y | +52.4% | +65.6% | -13.2% | +37.4% |
| 5Y | -4.4% | +26.9% | -31.3% | -10.1% |
| 10Y | +165.8% | +81.8% | +84.0% | +129.3% |
| All | +3,416.4% | +1,202.9% | +2,213.5% | +2,349.0% |
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