+83.4%
WAT vs RJF
+76.6%
+6.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.6% | +3.6% | -3.0% | -0.5% |
| 30D | +5.4% | +7.2% | -1.8% | +3.2% |
| 3M | +11.3% | -6.5% | +17.8% | +13.5% |
| 6M | +37.4% | +10.3% | +27.1% | +32.7% |
| YTD | +21.2% | +6.5% | +14.7% | +17.8% |
| 1Y | +21.3% | +6.1% | +15.2% | +18.0% |
| 3Y | +83.4% | +74.9% | +8.5% | +41.1% |
| All | +83.4% | +76.6% | +6.8% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling