+214.8%
WCC vs RJF
+101.5%
+113.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.3% |
| 7D | +1.7% | -4.2% | +5.8% | +5.3% |
| 30D | -6.1% | -3.6% | -2.4% | -3.4% |
| 3M | +3.1% | +15.6% | -12.6% | -9.9% |
| 6M | +28.2% | +17.6% | +10.6% | +10.2% |
| YTD | +41.1% | +9.2% | +31.9% | +28.8% |
| 1Y | +61.3% | +5.5% | +55.8% | +51.2% |
| 3Y | +123.6% | +70.3% | +53.3% | +39.8% |
| 5Y | +214.8% | +106.0% | +108.8% | +59.8% |
| All | +214.8% | +101.5% | +113.3% | +59.8% |
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 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