+4,464.3%
WEC vs RJF
+47,306.9%
-42,842.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +2.3% | +3.6% | -1.3% | +1.9% |
| 30D | +11.1% | +7.2% | +3.8% | +10.1% |
| 3M | +8.4% | -6.5% | +15.0% | +9.3% |
| 6M | +7.5% | +10.3% | -2.8% | +6.1% |
| YTD | +15.3% | +6.5% | +8.8% | +14.0% |
| 1Y | +9.7% | +6.1% | +3.6% | +8.5% |
| 3Y | +64.7% | +74.9% | -10.2% | +52.1% |
| 5Y | +57.3% | +81.3% | -24.1% | +43.2% |
| 10Y | +195.9% | +332.3% | -136.4% | +136.7% |
| All | +4,464.3% | +47,306.9% | -42,842.5% | +2,225.7% |
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