+12,071.9%
WAT vs RJF
+8,786.6%
+3,285.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 3M | +11.3% | -6.5% | +17.8% | +13.5% |
| 6M | +37.4% | +10.3% | +27.1% | +32.6% |
| YTD | +21.2% | +6.5% | +14.7% | +18.0% |
| 1Y | +21.3% | +6.1% | +15.2% | +18.2% |
| 3Y | +83.4% | +74.9% | +8.5% | +51.0% |
| 5Y | +29.0% | +81.3% | -52.4% | +3.6% |
| 10Y | +223.9% | +332.3% | -108.4% | +91.1% |
| All | +12,071.9% | +8,786.6% | +3,285.3% | +2,606.7% |
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 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