+5,376.0%
WMB vs RJF
+49,848.3%
-44,472.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +3.3% | -1.3% | +4.5% | +3.7% |
| 3M | +3.1% | +18.9% | -15.7% | -3.8% |
| 6M | -0.7% | +15.0% | -15.7% | -6.5% |
| YTD | +25.2% | +12.2% | +12.9% | +18.2% |
| 1Y | +32.9% | +5.6% | +27.2% | +28.1% |
| 3Y | +140.6% | +74.9% | +65.7% | +88.4% |
| 5Y | +273.5% | +106.6% | +166.8% | +167.5% |
| 10Y | +334.2% | +433.1% | -98.9% | +108.9% |
| All | +5,376.0% | +49,848.3% | -44,472.3% | +904.9% |
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