+4,115.8%
WAB vs RJF
+10,590.6%
-6,474.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 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