+1,228.2%
WDC vs RJF
+429.5%
+798.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.7% |
| 7D | +4.4% | -4.2% | +8.6% | +7.3% |
| 30D | +5.3% | -3.6% | +8.9% | +7.4% |
| 3M | -5.9% | +15.6% | -21.6% | -15.8% |
| 6M | +73.2% | +17.6% | +55.6% | +52.8% |
| YTD | +167.8% | +9.2% | +158.6% | +148.8% |
| 1Y | +386.0% | +5.5% | +380.5% | +359.0% |
| 3Y | +1,309.7% | +70.3% | +1,239.4% | +842.6% |
| 5Y | +957.1% | +106.0% | +851.1% | +500.7% |
| All | +1,228.2% | +429.5% | +798.7% | +332.0% |
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 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