-13.4%
WST vs RJF
+76.7%
-90.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -0.3% | +1.8% | -2.0% | -0.8% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +5.7% | +18.0% | -12.3% | +0.3% |
| 6M | +37.6% | +17.0% | +20.6% | +30.4% |
| YTD | +23.0% | +11.1% | +11.9% | +18.5% |
| 1Y | +33.8% | +8.0% | +25.9% | +29.6% |
| 3Y | -13.4% | +73.3% | -86.6% | -19.3% |
| All | -13.4% | +76.7% | -90.0% | -19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling