+26,336.4%
WM vs RJF
+49,848.3%
-23,511.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.9% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -2.4% | -1.3% | -1.1% | -2.2% |
| 3M | +0.4% | +18.9% | -18.5% | -3.4% |
| 6M | -9.5% | +15.0% | -24.5% | -12.5% |
| YTD | +0.5% | +12.2% | -11.7% | -2.6% |
| 1Y | -1.1% | +5.6% | -6.7% | -3.0% |
| 3Y | +46.0% | +74.9% | -28.8% | +26.2% |
| 5Y | +51.8% | +106.6% | -54.8% | +24.1% |
| 10Y | +307.5% | +433.1% | -125.5% | +161.2% |
| All | +26,336.4% | +49,848.3% | -23,511.9% | +6,634.9% |
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 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