+29,499.1%
WM vs RJF
+46,927.3%
-17,428.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | +15.2% | +6.7% | +8.5% | +13.6% |
| 3M | +8.3% | -7.3% | +15.7% | +10.0% |
| 6M | +13.1% | +9.8% | +3.4% | +10.6% |
| YTD | +12.5% | +5.6% | +6.9% | +10.4% |
| 1Y | +21.8% | +2.3% | +19.5% | +20.3% |
| 3Y | +48.8% | +73.6% | -24.8% | +28.8% |
| 5Y | +62.1% | +79.9% | -17.8% | +36.6% |
| 10Y | +331.5% | +328.8% | +2.7% | +189.8% |
| All | +29,499.1% | +46,927.3% | -17,428.3% | +7,533.5% |
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