+197.9%
WEC vs RJF
+326.9%
-129.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +11.1% | +7.2% | +3.8% | +9.8% |
| 3M | +8.4% | -6.5% | +15.0% | +9.6% |
| 6M | +7.5% | +10.3% | -2.8% | +5.5% |
| YTD | +15.3% | +6.5% | +8.8% | +13.5% |
| 1Y | +9.7% | +6.1% | +3.6% | +8.0% |
| 3Y | +64.7% | +74.9% | -10.2% | +45.8% |
| 5Y | +57.3% | +81.3% | -24.1% | +36.0% |
| All | +197.9% | +326.9% | -129.0% | +111.5% |
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