+271.8%
WPM vs RJF
+71.0%
+200.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | +3.9% | -0.3% | +4.1% | +3.9% |
| 30D | +17.7% | -2.0% | +19.7% | +18.0% |
| 3M | +39.4% | +16.3% | +23.1% | +36.5% |
| 6M | +6.4% | +16.9% | -10.5% | +4.0% |
| YTD | +34.0% | +10.4% | +23.5% | +31.7% |
| 1Y | +50.5% | +7.4% | +43.1% | +48.1% |
| All | +271.8% | +71.0% | +200.8% | +250.1% |
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