+619.5%
WING vs RJF
+326.9%
+292.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.3% |
| 7D | -2.5% | +3.6% | -6.1% | -3.6% |
| 30D | +29.5% | +7.2% | +22.3% | +26.5% |
| 3M | +40.2% | -6.5% | +46.7% | +43.6% |
| 6M | +32.7% | +10.3% | +22.4% | +27.6% |
| YTD | -32.8% | +6.5% | -39.3% | -34.3% |
| 1Y | -31.7% | +6.1% | -37.8% | -33.2% |
| 3Y | -24.7% | +74.9% | -99.6% | -39.0% |
| 5Y | -0.5% | +81.3% | -81.8% | -20.6% |
| All | +619.5% | +326.9% | +292.6% | +319.0% |
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