+280.9%
WMB vs RJF
+334.0%
-53.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | -7.1% | +5.3% | -12.4% | -9.3% |
| 3M | -4.0% | -6.8% | +2.8% | -1.6% |
| 6M | -5.7% | +11.4% | -17.2% | -10.6% |
| YTD | +17.2% | +5.5% | +11.6% | +12.4% |
| 1Y | +17.2% | +3.7% | +13.5% | +13.2% |
| 3Y | +121.1% | +73.4% | +47.6% | +66.7% |
| 5Y | +197.2% | +78.3% | +118.8% | +113.4% |
| 10Y | +280.9% | +328.4% | -47.5% | +76.6% |
| All | +280.9% | +334.0% | -53.1% | +76.6% |
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