+21.7%
WST vs RJF
+76.2%
-54.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.4% | +4.0% | -2.6% | +0.3% |
| 30D | +12.7% | +6.1% | +6.6% | +10.8% |
| 3M | +17.2% | -5.8% | +23.0% | +19.0% |
| 6M | +26.7% | +9.7% | +17.0% | +22.4% |
| YTD | +50.3% | +6.2% | +44.1% | +46.3% |
| 1Y | +50.2% | +5.3% | +44.9% | +46.5% |
| 3Y | +21.7% | +74.4% | -52.7% | +7.4% |
| All | +21.7% | +76.2% | -54.5% | +7.4% |
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