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  • WAB vs RJF✓SelectedUSD · RJFWAB vs RJF performance historyLatest closeAs of+0.56%09/08
Stock and ETF performance explorer

WAB vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,115.8%
RJF return
+10,590.6%
Excess return
-6,474.8%
Maximum drawdown
-71.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+0.6%-1.0%+1.5%+1.0%
7D+1.7%+1.8%-0.1%+0.9%
30D-2.4%0.0%-2.4%-2.5%
3M+9.7%+18.0%-8.3%+1.9%
6M+16.5%+17.0%-0.4%+8.5%
YTD+33.7%+11.1%+22.6%+26.6%
1Y+49.7%+8.0%+41.7%+43.3%
3Y+170.9%+73.3%+97.7%+109.8%
5Y+228.0%+107.4%+120.6%+133.0%
10Y+284.8%+428.5%-143.7%+84.8%
All+4,115.8%+10,590.6%-6,474.8%+722.2%

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 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