+1,713.7%
WCC vs RJF
+3,787.7%
-2,074.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.4% | +4.7% |
| 7D | +4.5% | -0.6% | +5.1% | +4.8% |
| 30D | -5.8% | -1.3% | -4.5% | -5.3% |
| 3M | -3.7% | +18.9% | -22.5% | -12.9% |
| 6M | +23.1% | +15.0% | +8.0% | +13.2% |
| YTD | +44.2% | +12.2% | +31.9% | +34.3% |
| 1Y | +62.1% | +5.6% | +56.5% | +56.0% |
| 3Y | +121.1% | +74.9% | +46.3% | +64.4% |
| 5Y | +214.0% | +106.6% | +107.3% | +115.1% |
| 10Y | +472.8% | +433.1% | +39.7% | +149.5% |
| All | +1,713.7% | +3,787.7% | -2,074.0% | +202.1% |
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