+142.7%
WFC vs RJF
+429.5%
-286.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +0.3% | -4.2% | +4.5% | +3.5% |
| 30D | +2.3% | -3.6% | +5.9% | +5.0% |
| 3M | +9.8% | +15.6% | -5.9% | -2.0% |
| 6M | +15.6% | +17.6% | -2.0% | +1.3% |
| YTD | -2.4% | +9.2% | -11.7% | -10.1% |
| 1Y | +13.8% | +5.5% | +8.3% | +7.4% |
| 3Y | +134.6% | +70.3% | +64.3% | +51.4% |
| 5Y | +127.9% | +106.0% | +21.9% | +22.9% |
| All | +142.7% | +429.5% | -286.8% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling