+4,316.0%
WAB vs RJF
+10,146.7%
-5,830.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | +5.1% | +3.6% | +1.5% | +3.6% |
| 30D | +4.0% | +7.2% | -3.2% | +0.9% |
| 3M | +0.1% | -6.5% | +6.6% | +2.7% |
| 6M | +12.8% | +10.3% | +2.5% | +7.5% |
| YTD | +40.1% | +6.5% | +33.6% | +34.8% |
| 1Y | +46.4% | +6.1% | +40.3% | +41.0% |
| 3Y | +167.4% | +74.9% | +92.5% | +106.3% |
| 5Y | +215.0% | +81.3% | +133.7% | +136.3% |
| 10Y | +269.2% | +332.3% | -63.1% | +91.6% |
| All | +4,316.0% | +10,146.7% | -5,830.6% | +775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling