+165.1%
WAB vs RJF
+71.0%
+94.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -4.6% | -2.0% | -2.5% | -3.8% |
| 3M | +5.6% | +16.3% | -10.7% | -1.3% |
| 6M | +13.8% | +16.9% | -3.1% | +5.8% |
| YTD | +31.9% | +10.4% | +21.4% | +24.8% |
| 1Y | +48.3% | +7.4% | +40.8% | +42.0% |
| All | +165.1% | +71.0% | +94.2% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling