+46.2%
WM vs RJF
+67.6%
-21.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +1.2% | +3.6% | -2.4% | +0.9% |
| 30D | +13.1% | +3.5% | +9.5% | +12.8% |
| 3M | +3.6% | -8.9% | +12.5% | +4.2% |
| 6M | +8.1% | +2.9% | +5.2% | +7.8% |
| YTD | +8.9% | +2.8% | +6.1% | +8.5% |
| 1Y | +20.3% | +2.7% | +17.7% | +19.9% |
| 3Y | +46.2% | +69.3% | -23.1% | +41.9% |
| All | +46.2% | +67.6% | -21.4% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling