+1,043.3%
WSM vs RJF
+429.3%
+614.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | -2.7% | +2.2% | +0.8% |
| 30D | -7.7% | -4.3% | -3.5% | -5.8% |
| 3M | +3.8% | +15.7% | -12.0% | -3.8% |
| 6M | +22.7% | +17.8% | +4.9% | +12.4% |
| YTD | +28.0% | +9.2% | +18.8% | +21.6% |
| 1Y | +12.7% | +2.8% | +9.9% | +10.0% |
| 3Y | +231.3% | +69.5% | +161.8% | +151.2% |
| 5Y | +177.2% | +105.9% | +71.2% | +90.9% |
| All | +1,043.3% | +429.3% | +614.1% | +405.9% |
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