+458.6%
WST vs RJF
+326.9%
+131.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +4.2% | +3.6% | +0.6% | +3.2% |
| 30D | +11.2% | +7.2% | +4.0% | +9.1% |
| 3M | +20.4% | -6.5% | +26.9% | +22.4% |
| 6M | +37.9% | +10.3% | +27.6% | +33.4% |
| YTD | +51.8% | +6.5% | +45.3% | +47.9% |
| 1Y | +56.6% | +6.1% | +50.5% | +52.7% |
| 3Y | +24.2% | +74.9% | -50.7% | +4.6% |
| 5Y | +0.7% | +81.3% | -80.7% | -17.4% |
| All | +458.6% | +326.9% | +131.7% | +250.3% |
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