+113.2%
WDC vs RJF
+7.8%
+105.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.1% | -8.2% |
| 7D | -18.3% | +7.2% | -25.5% | -20.4% |
| 30D | -26.7% | +4.9% | -31.6% | -27.9% |
| 3M | -40.9% | -5.5% | -35.4% | -39.3% |
| 6M | -26.8% | +8.0% | -34.7% | -30.5% |
| YTD | +88.2% | +6.2% | +82.0% | +81.6% |
| 1Y | +113.2% | +7.8% | +105.4% | +102.6% |
| All | +113.2% | +7.8% | +105.4% | +102.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling