+34,771.0%
WSM vs RJF
+49,058.3%
-14,287.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -9.3% | -2.0% | -7.3% | -8.5% |
| 3M | +7.1% | +16.3% | -9.2% | -0.4% |
| 6M | +21.7% | +16.9% | +4.8% | +12.6% |
| YTD | +28.7% | +10.4% | +18.3% | +22.1% |
| 1Y | +13.9% | +7.4% | +6.4% | +9.1% |
| 3Y | +232.2% | +72.2% | +159.9% | +154.9% |
| 5Y | +176.4% | +105.1% | +71.3% | +94.6% |
| 10Y | +1,072.4% | +430.9% | +641.5% | +402.8% |
| All | +34,771.0% | +49,058.3% | -14,287.2% | +2,277.2% |
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