+17,845.4%
WDC vs RJF
+49,848.3%
-32,002.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +6.6% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | -10.0% | -1.3% | -8.7% | -9.6% |
| 3M | -18.8% | +18.9% | -37.6% | -25.9% |
| 6M | +79.0% | +15.0% | +64.0% | +65.7% |
| YTD | +171.6% | +12.2% | +159.3% | +154.9% |
| 1Y | +417.4% | +5.6% | +411.8% | +397.4% |
| 3Y | +1,251.8% | +74.9% | +1,176.9% | +916.9% |
| 5Y | +911.7% | +106.6% | +805.0% | +598.9% |
| 10Y | +1,399.6% | +433.1% | +966.6% | +576.8% |
| All | +17,845.4% | +49,848.3% | -32,002.9% | +887.3% |
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