+8,900.5%
WMT vs RJF
+49,058.3%
-40,157.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -5.8% | -2.0% | -3.8% | -5.4% |
| 3M | -10.8% | +16.3% | -27.1% | -13.3% |
| 6M | -14.3% | +16.9% | -31.3% | -17.0% |
| YTD | -4.4% | +10.4% | -14.8% | -6.5% |
| 1Y | +4.3% | +7.4% | -3.1% | +2.4% |
| 3Y | +100.1% | +72.2% | +27.8% | +78.0% |
| 5Y | +130.8% | +105.1% | +25.7% | +95.8% |
| 10Y | +433.7% | +430.9% | +2.8% | +263.9% |
| All | +8,900.5% | +49,058.3% | -40,157.7% | +2,071.6% |
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 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