+302.9%
WM vs RJF
+428.9%
-125.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.9% | +1.8% | -2.7% | -1.3% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | +0.8% | +18.0% | -17.2% | -3.4% |
| 6M | -10.8% | +17.0% | -27.7% | -14.4% |
| YTD | -0.1% | +11.1% | -11.2% | -3.3% |
| 1Y | +1.0% | +8.0% | -6.9% | -1.7% |
| 3Y | +45.1% | +73.3% | -28.2% | +21.7% |
| 5Y | +52.1% | +107.4% | -55.3% | +17.3% |
| 10Y | +302.9% | +428.5% | -125.5% | +129.7% |
| All | +302.9% | +428.9% | -125.9% | +129.7% |
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