+1,063.5%
WFC vs NLY
+1,202.9%
-139.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.0% |
| 7D | +0.3% | -3.6% | +3.9% | +2.0% |
| 30D | +2.3% | -4.9% | +7.2% | +4.7% |
| 3M | +9.8% | +6.2% | +3.6% | +6.4% |
| 6M | +15.6% | +4.5% | +11.1% | +12.6% |
| YTD | -2.4% | +5.1% | -7.6% | -5.5% |
| 1Y | +13.8% | +13.5% | +0.3% | +6.1% |
| 3Y | +134.6% | +65.6% | +69.1% | +80.7% |
| 5Y | +127.9% | +26.9% | +101.0% | +94.0% |
| 10Y | +141.8% | +81.8% | +60.0% | +66.9% |
| All | +1,063.5% | +1,202.9% | -139.5% | +476.8% |
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