+128.3%
WFC vs RJF
+106.2%
+22.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.4% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | +2.5% | -2.0% | +4.5% | +3.8% |
| 3M | +10.0% | +16.3% | -6.4% | -1.3% |
| 6M | +15.1% | +16.9% | -1.9% | +2.5% |
| YTD | -2.2% | +10.4% | -12.6% | -9.9% |
| 1Y | +13.5% | +7.4% | +6.0% | +6.4% |
| 3Y | +135.2% | +72.2% | +63.0% | +57.3% |
| 5Y | +128.3% | +105.1% | +23.2% | +33.1% |
| All | +128.3% | +106.2% | +22.2% | +33.1% |
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