+10,726.6%
WAT vs RJF
+9,263.0%
+1,463.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.5% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +2.3% | -1.3% | +3.6% | +2.7% |
| 3M | +8.7% | +18.9% | -10.1% | +2.8% |
| 6M | +28.3% | +15.0% | +13.3% | +22.5% |
| YTD | +7.8% | +12.2% | -4.4% | +3.4% |
| 1Y | +36.6% | +5.6% | +31.0% | +33.1% |
| 3Y | +45.7% | +74.9% | -29.2% | +20.0% |
| 5Y | -3.3% | +106.6% | -110.0% | -25.4% |
| 10Y | +162.1% | +433.1% | -271.0% | +45.4% |
| All | +10,726.6% | +9,263.0% | +1,463.6% | +2,272.0% |
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