+135.9%
WMT vs NLY
+25.6%
+110.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | 0.0% | -4.0% | +4.0% | +0.7% |
| 30D | -7.4% | -5.2% | -2.2% | -6.5% |
| 3M | -10.9% | +2.8% | -13.7% | -11.3% |
| 6M | -12.7% | +4.2% | -16.9% | -13.4% |
| YTD | -3.2% | +4.7% | -7.9% | -4.2% |
| 1Y | +5.3% | +12.7% | -7.5% | +2.7% |
| 3Y | +101.9% | +62.5% | +39.3% | +83.4% |
| All | +135.9% | +25.6% | +110.3% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling