+17.3%
WOLF vs RJF
-0.5%
+17.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -8.6% | -2.7% | -5.9% | -8.2% |
| 30D | -18.3% | -4.3% | -14.0% | -17.8% |
| 3M | -43.1% | +15.7% | -58.8% | -45.3% |
| 6M | +42.4% | +17.8% | +24.6% | +33.8% |
| YTD | +48.9% | +9.2% | +39.7% | +38.3% |
| All | +17.3% | -0.5% | +17.7% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling