-5.1%
WAT vs RJF
+105.7%
-110.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -0.7% | +1.8% | -2.5% | -1.4% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +10.9% | +18.0% | -7.1% | +4.1% |
| 6M | +33.2% | +17.0% | +16.2% | +25.3% |
| YTD | +6.1% | +11.1% | -5.0% | +1.3% |
| 1Y | +30.2% | +8.0% | +22.3% | +25.2% |
| 3Y | +52.9% | +73.3% | -20.4% | +19.1% |
| 5Y | -5.1% | +107.4% | -112.6% | -31.7% |
| All | -5.1% | +105.7% | -110.8% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling