+88.5%
WDC vs RJF
+3.6%
+84.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.3% |
| 7D | +12.1% | +3.6% | +8.5% | +10.5% |
| 30D | -18.8% | +7.2% | -26.0% | -20.8% |
| 3M | -39.3% | -6.5% | -32.8% | -37.3% |
| 6M | -40.1% | +10.3% | -50.4% | -44.2% |
| YTD | +71.8% | +6.5% | +65.3% | +65.5% |
| 1Y | +88.5% | +6.1% | +82.4% | +82.1% |
| All | +88.5% | +3.6% | +84.8% | +82.1% |
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 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