+1,049.3%
WMB vs NLY
+1,202.9%
-153.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.1% |
| 7D | -1.7% | -3.6% | +2.0% | -0.3% |
| 30D | +0.7% | -4.9% | +5.6% | +2.6% |
| 3M | +1.5% | +6.2% | -4.7% | -1.0% |
| 6M | +0.1% | +4.5% | -4.4% | -2.1% |
| YTD | +22.9% | +5.1% | +17.8% | +19.8% |
| 1Y | +27.9% | +13.5% | +14.3% | +20.9% |
| 3Y | +139.1% | +65.6% | +73.6% | +93.9% |
| 5Y | +270.9% | +26.9% | +244.0% | +225.1% |
| 10Y | +300.4% | +81.8% | +218.6% | +201.1% |
| All | +1,049.3% | +1,202.9% | -153.6% | +541.8% |
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