+6,511.9%
WCN vs RJF
+2,696.9%
+3,815.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | -0.4% | +1.8% | -2.2% | -0.9% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +6.4% | +18.0% | -11.6% | +2.1% |
| 6M | -3.7% | +17.0% | -20.6% | -7.5% |
| YTD | -6.4% | +11.1% | -17.5% | -9.2% |
| 1Y | -7.9% | +8.0% | -15.9% | -10.3% |
| 3Y | +20.8% | +73.3% | -52.5% | +3.4% |
| 5Y | +29.0% | +107.4% | -78.4% | +3.8% |
| 10Y | +236.4% | +428.5% | -192.1% | +106.6% |
| All | +6,511.9% | +2,696.9% | +3,815.0% | +2,145.8% |
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