-36.2%
WING vs RJF
+101.5%
-137.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | +0.4% |
| 7D | +0.2% | -4.2% | +4.4% | +2.1% |
| 30D | -0.5% | -3.6% | +3.1% | +1.2% |
| 3M | -23.9% | +15.6% | -39.5% | -29.0% |
| 6M | -48.9% | +17.6% | -66.5% | -52.9% |
| YTD | -53.3% | +9.2% | -62.6% | -55.3% |
| 1Y | -60.3% | +5.5% | -65.8% | -61.5% |
| 3Y | -30.1% | +70.3% | -100.4% | -47.9% |
| 5Y | -36.2% | +106.0% | -142.2% | -56.0% |
| All | -36.2% | +101.5% | -137.7% | -56.0% |
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