-98.9%
WETO vs RJF
+7.8%
-106.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.6% | -19.3% | -21.9% |
| 7D | -55.4% | -0.6% | -54.8% | -55.0% |
| 30D | -48.5% | -1.3% | -47.2% | -46.9% |
| 3M | -97.5% | +18.9% | -116.4% | -97.5% |
| 6M | -94.2% | +15.0% | -109.2% | -94.1% |
| YTD | -97.0% | +12.2% | -109.2% | -96.9% |
| 1Y | -98.9% | +5.6% | -104.5% | -98.8% |
| All | -98.9% | +7.8% | -106.7% | -98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling