+295.4%
WMB vs RJF
+429.5%
-134.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.7% |
| 7D | -1.7% | -4.2% | +2.5% | 0.0% |
| 30D | +0.7% | -3.6% | +4.3% | +2.1% |
| 3M | +1.5% | +15.6% | -14.1% | -4.8% |
| 6M | +0.1% | +17.6% | -17.5% | -7.2% |
| YTD | +22.9% | +9.2% | +13.7% | +16.7% |
| 1Y | +27.9% | +5.5% | +22.3% | +22.9% |
| 3Y | +139.1% | +70.3% | +68.8% | +82.4% |
| 5Y | +270.9% | +106.0% | +164.9% | +149.8% |
| All | +295.4% | +429.5% | -134.1% | +66.6% |
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