+161.8%
WAT vs RJF
+429.5%
-267.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.4% |
| 7D | -2.9% | -4.2% | +1.3% | -1.3% |
| 30D | -3.2% | -3.6% | +0.4% | -1.9% |
| 3M | +10.6% | +15.6% | -5.1% | +4.4% |
| 6M | +34.0% | +17.6% | +16.4% | +25.5% |
| YTD | +5.7% | +9.2% | -3.5% | +1.5% |
| 1Y | +37.1% | +5.5% | +31.5% | +32.8% |
| 3Y | +52.4% | +70.3% | -17.9% | +20.2% |
| 5Y | -4.4% | +106.0% | -110.4% | -31.5% |
| All | +161.8% | +429.5% | -267.7% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling