+5,039.4%
WMB vs RJF
+47,306.8%
-42,267.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +7.8% | +3.6% | +4.2% | +6.4% |
| 30D | -5.1% | +7.2% | -12.3% | -7.8% |
| 3M | -4.7% | -6.5% | +1.8% | -2.7% |
| 6M | -7.4% | +10.3% | -17.7% | -11.5% |
| YTD | +17.5% | +6.5% | +11.0% | +12.8% |
| 1Y | +19.5% | +6.1% | +13.4% | +14.7% |
| 3Y | +121.3% | +74.9% | +46.4% | +73.0% |
| 5Y | +200.5% | +81.3% | +119.2% | +125.6% |
| 10Y | +281.9% | +332.3% | -50.4% | +98.1% |
| All | +5,039.4% | +47,306.8% | -42,267.4% | +858.5% |
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