+8,268.7%
WFC vs RJF
+46,927.3%
-38,658.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +1.5% | +0.2% | +0.9% |
| 30D | +6.8% | +6.7% | +0.1% | +3.3% |
| 3M | -3.0% | -7.3% | +4.4% | +0.8% |
| 6M | +15.4% | +9.8% | +5.6% | +9.7% |
| YTD | -5.9% | +5.6% | -11.6% | -9.2% |
| 1Y | +1.7% | +2.3% | -0.6% | -0.3% |
| 3Y | +124.9% | +73.6% | +51.3% | +68.3% |
| 5Y | +90.5% | +79.9% | +10.6% | +39.3% |
| 10Y | +117.8% | +328.8% | -211.0% | +5.4% |
| All | +8,268.7% | +46,927.3% | -38,658.7% | +1,000.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling