+90.5%
WFC vs RJF
+79.5%
+11.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +1.5% | +0.2% | +0.7% |
| 30D | +6.8% | +6.7% | +0.1% | +2.1% |
| 3M | -3.0% | -7.3% | +4.4% | +2.1% |
| 6M | +15.4% | +9.8% | +5.6% | +7.6% |
| YTD | -5.9% | +5.6% | -11.6% | -10.7% |
| 1Y | +1.7% | +2.3% | -0.6% | -1.4% |
| 3Y | +124.9% | +73.6% | +51.3% | +49.1% |
| 5Y | +90.5% | +79.9% | +10.6% | +16.2% |
| All | +90.5% | +79.5% | +11.0% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling