+26.1%
WCN vs RJF
+104.0%
-77.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.1% | -2.7% | -0.4% | -2.6% |
| 30D | -3.4% | -4.3% | +0.9% | -2.7% |
| 3M | +3.0% | +15.7% | -12.8% | +0.2% |
| 6M | -3.8% | +17.8% | -21.6% | -6.7% |
| YTD | -8.3% | +9.2% | -17.5% | -10.0% |
| 1Y | -9.7% | +2.8% | -12.5% | -10.6% |
| 3Y | +17.2% | +69.5% | -52.3% | +3.5% |
| All | +26.1% | +104.0% | -77.9% | +4.0% |
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