+82.7%
WULF vs NLY
+81.8%
+0.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | -4.0% | +5.4% | +3.4% |
| 30D | -2.6% | -5.2% | +2.6% | -0.1% |
| 3M | -34.0% | +2.8% | -36.8% | -35.1% |
| 6M | +10.0% | +4.2% | +5.8% | +7.8% |
| YTD | +45.7% | +4.7% | +41.0% | +42.9% |
| 1Y | +57.3% | +12.7% | +44.6% | +48.6% |
| 3Y | +878.9% | +62.5% | +816.4% | +711.9% |
| 5Y | -28.3% | +26.3% | -54.6% | -37.1% |
| All | +82.7% | +81.8% | +0.8% | +73.4% |
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 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