+525.4%
WPM vs RJF
+429.3%
+96.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.6% | -2.7% | +2.2% | -0.4% |
| 30D | +14.4% | -4.3% | +18.7% | +14.7% |
| 3M | +37.0% | +15.7% | +21.3% | +35.6% |
| 6M | +4.1% | +17.8% | -13.7% | +3.0% |
| YTD | +31.7% | +9.2% | +22.5% | +30.8% |
| 1Y | +44.2% | +2.8% | +41.4% | +43.6% |
| 3Y | +265.5% | +69.5% | +196.0% | +252.7% |
| 5Y | +262.5% | +105.9% | +156.6% | +247.5% |
| All | +525.4% | +429.3% | +96.1% | +517.4% |
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