+234.7%
WCN vs RJF
+429.3%
-194.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.5% |
| 30D | -3.4% | -4.3% | +0.9% | -2.4% |
| 3M | +3.0% | +15.7% | -12.8% | -0.8% |
| 6M | -3.8% | +17.8% | -21.6% | -7.8% |
| YTD | -8.3% | +9.2% | -17.5% | -10.7% |
| 1Y | -9.7% | +2.8% | -12.5% | -11.0% |
| 3Y | +17.2% | +69.5% | -52.3% | -0.2% |
| 5Y | +25.3% | +105.9% | -80.7% | -1.1% |
| All | +234.7% | +429.3% | -194.6% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling