+28,589.7%
WM vs RJF
+47,070.7%
-18,481.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.5% |
| 7D | -0.5% | +3.4% | -3.9% | -1.2% |
| 30D | +13.3% | +5.9% | +7.4% | +11.9% |
| 3M | +4.4% | -4.6% | +9.0% | +5.3% |
| 6M | +10.8% | +9.5% | +1.3% | +8.4% |
| YTD | +9.1% | +6.0% | +3.1% | +7.0% |
| 1Y | +19.1% | +4.3% | +14.8% | +17.1% |
| 3Y | +45.7% | +76.6% | -30.9% | +25.6% |
| 5Y | +60.4% | +80.6% | -20.1% | +35.1% |
| 10Y | +328.7% | +346.5% | -17.8% | +185.5% |
| All | +28,589.7% | +47,070.7% | -18,481.0% | +7,294.1% |
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