+336.1%
WST vs RJF
+429.3%
-93.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.8% | -2.7% | +4.6% | +2.6% |
| 30D | -1.7% | -4.3% | +2.5% | -0.6% |
| 3M | +4.9% | +15.7% | -10.8% | +0.4% |
| 6M | +45.5% | +17.8% | +27.7% | +38.2% |
| YTD | +26.1% | +9.2% | +17.0% | +22.3% |
| 1Y | +31.7% | +2.8% | +28.9% | +29.5% |
| 3Y | -12.1% | +69.5% | -81.5% | -25.2% |
| 5Y | -23.6% | +105.9% | -129.5% | -39.2% |
| All | +336.1% | +429.3% | -93.2% | +155.3% |
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