-98.9%
WETO vs RJF
+5.1%
-104.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.5% |
| 7D | -4.3% | -2.7% | -1.6% | -6.2% |
| 30D | -39.9% | -4.3% | -35.6% | -39.2% |
| 3M | -97.9% | +15.7% | -113.6% | -97.9% |
| 6M | -95.0% | +17.8% | -112.8% | -95.2% |
| YTD | -97.2% | +9.2% | -106.3% | -97.1% |
| 1Y | -98.9% | +2.8% | -101.7% | -98.8% |
| All | -98.9% | +5.1% | -104.0% | -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