+3.6%
WBD vs RJF
+104.0%
-100.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | -2.7% | +2.0% | +0.8% |
| 30D | +1.4% | -4.3% | +5.7% | +3.8% |
| 3M | +4.4% | +15.7% | -11.3% | -4.9% |
| 6M | +0.8% | +17.8% | -17.0% | -9.7% |
| YTD | -2.7% | +9.2% | -11.9% | -9.9% |
| 1Y | +73.4% | +2.8% | +70.6% | +66.2% |
| 3Y | +142.1% | +69.5% | +72.7% | +62.6% |
| All | +3.6% | +104.0% | -100.4% | -41.3% |
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