+894.5%
WM vs NLY
+1,250.9%
-356.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | -1.0% | +0.7% | -0.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.5% |
| 3M | +0.4% | +10.8% | -10.4% | -1.7% |
| 6M | -9.5% | +6.2% | -15.7% | -10.8% |
| YTD | +0.5% | +9.0% | -8.5% | -1.5% |
| 1Y | -1.1% | +19.3% | -20.4% | -4.8% |
| 3Y | +46.0% | +67.7% | -21.7% | +30.2% |
| 5Y | +51.8% | +29.7% | +22.1% | +40.4% |
| 10Y | +307.5% | +81.0% | +226.5% | +244.2% |
| All | +894.5% | +1,250.9% | -356.4% | +586.1% |
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