+0.9%
WING vs RJF
+81.1%
-80.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.7% | +3.6% | -6.3% | -4.2% |
| 30D | +29.3% | +7.2% | +22.0% | +25.2% |
| 3M | +39.9% | -6.5% | +46.4% | +44.4% |
| 6M | +32.4% | +10.3% | +22.1% | +25.5% |
| YTD | -32.9% | +6.5% | -39.4% | -35.0% |
| 1Y | -31.9% | +6.1% | -38.0% | -33.9% |
| 3Y | -24.9% | +74.9% | -99.8% | -45.6% |
| All | +0.9% | +81.1% | -80.2% | -29.0% |
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 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