+5,928.6%
WPM vs RJF
+1,834.5%
+4,094.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +26.4% | -1.3% | +27.6% | +26.6% |
| 3M | +20.8% | +18.9% | +2.0% | +16.7% |
| 6M | +1.1% | +15.0% | -13.9% | -1.8% |
| YTD | +32.5% | +12.2% | +20.2% | +29.1% |
| 1Y | +51.5% | +5.6% | +45.9% | +49.3% |
| 3Y | +267.0% | +74.9% | +192.2% | +222.7% |
| 5Y | +250.1% | +106.6% | +143.5% | +192.2% |
| 10Y | +540.4% | +433.1% | +107.3% | +303.2% |
| All | +5,928.6% | +1,834.5% | +4,094.1% | +2,056.5% |
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