+298.4%
WMB vs NLY
+81.8%
+216.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +1.0% |
| 7D | -1.0% | -4.0% | +2.9% | +0.7% |
| 30D | -0.4% | -5.2% | +4.8% | +1.9% |
| 3M | +3.2% | +2.8% | +0.4% | +1.7% |
| 6M | +0.1% | +4.2% | -4.1% | -2.5% |
| YTD | +23.9% | +4.7% | +19.2% | +20.3% |
| 1Y | +27.6% | +12.7% | +14.9% | +19.6% |
| 3Y | +141.9% | +62.5% | +79.4% | +88.7% |
| 5Y | +273.8% | +26.3% | +247.5% | +222.5% |
| All | +298.4% | +81.8% | +216.6% | +218.7% |
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