+64.7%
WEC vs RJF
+76.6%
-12.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +2.3% | +3.6% | -1.3% | +2.1% |
| 30D | +11.1% | +7.2% | +3.8% | +10.7% |
| 3M | +8.4% | -6.5% | +15.0% | +8.5% |
| 6M | +7.5% | +10.3% | -2.8% | +7.0% |
| YTD | +15.3% | +6.5% | +8.8% | +14.8% |
| 1Y | +9.7% | +6.1% | +3.6% | +9.3% |
| 3Y | +64.7% | +74.9% | -10.2% | +62.6% |
| All | +64.7% | +76.6% | -12.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling