+302.8%
WM vs NLY
+81.8%
+220.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.1% | -4.0% | +1.9% | -1.1% |
| 30D | -5.3% | -5.2% | 0.0% | -4.0% |
| 3M | -2.0% | +2.8% | -4.8% | -2.8% |
| 6M | -8.6% | +4.2% | -12.8% | -9.9% |
| YTD | -1.6% | +4.7% | -6.3% | -3.2% |
| 1Y | -1.2% | +12.7% | -14.0% | -4.7% |
| 3Y | +41.9% | +62.5% | -20.6% | +22.9% |
| 5Y | +49.6% | +26.3% | +23.2% | +37.1% |
| All | +302.8% | +81.8% | +220.9% | +242.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling