-97.7%
WETO vs RJF
+15.3%
-113.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.1% | +8.2% | +1.8% |
| 7D | -19.9% | -4.2% | -15.7% | -36.3% |
| 30D | -42.7% | -3.6% | -39.1% | -41.7% |
| 3M | -97.7% | +15.6% | -113.4% | -96.6% |
| All | -97.7% | +15.3% | -113.0% | -96.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling