+633.7%
WING vs RJF
+396.9%
+236.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -2.7% | +3.6% | -6.3% | -3.8% |
| 30D | +29.3% | +7.2% | +22.0% | +26.3% |
| 3M | +39.9% | -6.5% | +46.4% | +43.2% |
| 6M | +32.4% | +10.3% | +22.1% | +27.4% |
| YTD | -32.9% | +6.5% | -39.4% | -34.5% |
| 1Y | -31.9% | +6.1% | -38.0% | -33.3% |
| 3Y | -24.9% | +74.9% | -99.8% | -39.0% |
| 5Y | -0.7% | +81.3% | -82.0% | -20.6% |
| 10Y | +645.9% | +332.3% | +313.6% | +337.6% |
| All | +633.7% | +396.9% | +236.8% | +318.6% |
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