+11.4%
WBD vs RJF
+429.3%
-417.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -2.7% | +2.0% | +0.7% |
| 30D | +1.4% | -4.3% | +5.7% | +3.6% |
| 3M | +4.4% | +15.7% | -11.3% | -3.9% |
| 6M | +0.8% | +17.8% | -17.0% | -8.6% |
| YTD | -2.7% | +9.2% | -11.9% | -9.0% |
| 1Y | +73.4% | +2.8% | +70.6% | +66.9% |
| 3Y | +142.1% | +69.5% | +72.7% | +76.1% |
| 5Y | +7.2% | +105.9% | -98.7% | -30.2% |
| All | +11.4% | +429.3% | -417.9% | -51.8% |
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