+405.5%
WING vs RJF
+418.4%
-12.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -0.1% | +1.8% | -1.9% | -0.8% |
| 30D | -6.0% | 0.0% | -6.0% | -6.0% |
| 3M | -23.5% | +18.0% | -41.5% | -27.9% |
| 6M | -52.0% | +17.0% | -68.9% | -54.7% |
| YTD | -53.8% | +11.1% | -64.9% | -55.5% |
| 1Y | -63.8% | +8.0% | -71.8% | -64.9% |
| 3Y | -30.8% | +73.3% | -104.1% | -43.7% |
| 5Y | -34.3% | +107.4% | -141.7% | -49.7% |
| 10Y | +352.4% | +428.5% | -76.1% | +147.9% |
| All | +405.5% | +418.4% | -12.9% | +184.1% |
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 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