+292.2%
WAB vs RJF
+429.3%
-137.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.1% | -2.7% | +2.8% | +1.7% |
| 30D | -4.1% | -4.3% | +0.2% | -1.8% |
| 3M | +8.2% | +15.7% | -7.6% | -1.1% |
| 6M | +15.4% | +17.8% | -2.4% | +4.1% |
| YTD | +33.1% | +9.2% | +24.0% | +24.6% |
| 1Y | +48.1% | +2.8% | +45.3% | +43.2% |
| 3Y | +167.7% | +69.5% | +98.3% | +87.5% |
| 5Y | +225.7% | +105.9% | +119.8% | +96.3% |
| All | +292.2% | +429.3% | -137.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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