+916.1%
WDC vs NLY
+25.6%
+890.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.7% |
| 7D | -4.3% | -4.0% | -0.3% | -2.0% |
| 30D | -1.5% | -5.2% | +3.7% | +1.4% |
| 3M | -15.5% | +2.8% | -18.3% | -17.5% |
| 6M | +66.5% | +4.2% | +62.2% | +61.4% |
| YTD | +159.9% | +4.7% | +155.2% | +152.1% |
| 1Y | +366.0% | +12.7% | +353.2% | +331.4% |
| 3Y | +1,285.8% | +62.5% | +1,223.3% | +939.9% |
| All | +916.1% | +25.6% | +890.5% | +893.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling