+222.3%
WAB vs RJF
+104.0%
+118.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.1% | -2.7% | +2.8% | +1.5% |
| 30D | -4.1% | -4.3% | +0.2% | -2.1% |
| 3M | +8.2% | +15.7% | -7.6% | +0.1% |
| 6M | +15.4% | +17.8% | -2.4% | +5.5% |
| YTD | +33.1% | +9.2% | +24.0% | +25.7% |
| 1Y | +48.1% | +2.8% | +45.3% | +44.0% |
| 3Y | +167.7% | +69.5% | +98.3% | +95.2% |
| All | +222.3% | +104.0% | +118.3% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling