+642.9%
WDC vs RJF
+326.9%
+315.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.5% |
| 7D | +12.1% | +3.6% | +8.5% | +9.6% |
| 30D | -18.8% | +7.2% | -26.0% | -22.6% |
| 3M | -39.3% | -6.5% | -32.8% | -37.0% |
| 6M | -40.1% | +10.3% | -50.4% | -45.1% |
| YTD | +71.8% | +6.5% | +65.3% | +61.7% |
| 1Y | +88.5% | +6.1% | +82.4% | +77.9% |
| 3Y | +770.0% | +74.9% | +695.1% | +472.2% |
| 5Y | +549.0% | +81.3% | +467.7% | +300.6% |
| All | +642.9% | +326.9% | +315.9% | +175.1% |
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