+197.2%
WMB vs RJF
+80.1%
+117.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.3% |
| 7D | +1.6% | -0.9% | +2.5% | +1.9% |
| 30D | -7.1% | +5.3% | -12.4% | -8.6% |
| 3M | -4.0% | -6.8% | +2.8% | -2.2% |
| 6M | -5.7% | +11.4% | -17.2% | -9.2% |
| YTD | +17.2% | +5.5% | +11.6% | +13.8% |
| 1Y | +17.2% | +3.7% | +13.5% | +14.4% |
| 3Y | +121.1% | +73.4% | +47.6% | +79.5% |
| 5Y | +197.2% | +78.3% | +118.8% | +130.2% |
| All | +197.2% | +80.1% | +117.1% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling