+99.2%
WMT vs RJF
+69.1%
+30.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -2.5% | -4.2% | +1.7% | -1.8% |
| 30D | -6.4% | -3.6% | -2.8% | -5.8% |
| 3M | -12.1% | +15.6% | -27.8% | -14.1% |
| 6M | -15.0% | +17.6% | -32.6% | -17.2% |
| YTD | -4.5% | +9.2% | -13.7% | -6.0% |
| 1Y | +6.2% | +5.5% | +0.7% | +5.1% |
| All | +99.2% | +69.1% | +30.1% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling