+295.2%
WBD vs NLY
+276.8%
+18.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.7% | -4.0% | +3.2% | +0.6% |
| 30D | +1.4% | -5.2% | +6.6% | +3.2% |
| 3M | +4.4% | +2.8% | +1.6% | +3.3% |
| 6M | +0.8% | +4.2% | -3.4% | -0.9% |
| YTD | -2.7% | +4.7% | -7.4% | -4.7% |
| 1Y | +73.4% | +12.7% | +60.7% | +65.2% |
| 3Y | +142.1% | +62.5% | +79.6% | +106.9% |
| 5Y | +7.2% | +26.3% | -19.1% | -1.8% |
| 10Y | +14.2% | +81.0% | -66.7% | -6.9% |
| All | +295.2% | +276.8% | +18.4% | +155.8% |
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