+1,563.0%
WCC vs RJF
+3,589.9%
-2,026.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +9.9% | +3.6% | +6.4% | +7.9% |
| 30D | -8.4% | +7.2% | -15.7% | -12.2% |
| 3M | -10.3% | -6.5% | -3.8% | -7.5% |
| 6M | -10.5% | +10.3% | -20.8% | -16.2% |
| YTD | +32.2% | +6.5% | +25.7% | +26.2% |
| 1Y | +25.5% | +6.1% | +19.4% | +20.1% |
| 3Y | +134.7% | +74.9% | +59.8% | +73.9% |
| 5Y | +139.9% | +81.3% | +58.6% | +75.4% |
| 10Y | +433.5% | +332.3% | +101.2% | +156.8% |
| All | +1,563.0% | +3,589.9% | -2,026.9% | +183.8% |
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 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