+134.7%
WCC vs RJF
+76.6%
+58.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | +9.9% | +3.6% | +6.4% | +7.0% |
| 30D | -8.4% | +7.2% | -15.7% | -13.8% |
| 3M | -10.3% | -6.5% | -3.8% | -5.9% |
| 6M | -10.5% | +10.3% | -20.8% | -19.2% |
| YTD | +32.2% | +6.5% | +25.7% | +22.2% |
| 1Y | +25.5% | +6.1% | +19.4% | +16.4% |
| 3Y | +134.7% | +74.9% | +59.8% | +28.5% |
| All | +134.7% | +76.6% | +58.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling