+1,285.8%
WDC vs NLY
+64.2%
+1,221.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -4.3% | -4.0% | -0.3% | -2.1% |
| 30D | -1.5% | -5.2% | +3.7% | +1.3% |
| 3M | -15.5% | +2.8% | -18.3% | -17.6% |
| 6M | +66.5% | +4.2% | +62.2% | +61.1% |
| YTD | +159.9% | +4.7% | +155.2% | +151.9% |
| 1Y | +366.0% | +12.7% | +353.2% | +332.2% |
| 3Y | +1,285.8% | +62.5% | +1,223.3% | +1,006.9% |
| All | +1,285.8% | +64.2% | +1,221.6% | +1,006.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling