+142.1%
WEC vs RJF
+429.5%
-287.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | -1.3% | -4.2% | +2.9% | -0.6% |
| 30D | -0.4% | -3.6% | +3.2% | +0.2% |
| 3M | -6.8% | +15.6% | -22.4% | -9.0% |
| 6M | -6.4% | +17.6% | -24.0% | -9.0% |
| YTD | +2.5% | +9.2% | -6.7% | +0.6% |
| 1Y | -0.4% | +5.5% | -5.9% | -1.8% |
| 3Y | +38.5% | +70.3% | -31.8% | +23.9% |
| 5Y | +31.7% | +106.0% | -74.3% | +11.7% |
| All | +142.1% | +429.5% | -287.4% | +79.9% |
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