+179.3%
WSM vs RJF
+104.0%
+75.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -0.5% | -2.7% | +2.2% | +1.1% |
| 30D | -7.7% | -4.3% | -3.5% | -5.5% |
| 3M | +3.8% | +15.7% | -12.0% | -5.2% |
| 6M | +22.7% | +17.8% | +4.9% | +10.5% |
| YTD | +28.0% | +9.2% | +18.8% | +20.3% |
| 1Y | +12.7% | +2.8% | +9.9% | +9.4% |
| 3Y | +231.3% | +69.5% | +161.8% | +133.8% |
| All | +179.3% | +104.0% | +75.2% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling