-26.0%
WST vs RJF
+106.2%
-132.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -4.3% | -2.0% | -2.3% | -3.8% |
| 3M | +0.7% | +16.3% | -15.6% | -4.2% |
| 6M | +36.0% | +16.9% | +19.1% | +28.8% |
| YTD | +22.7% | +10.4% | +12.3% | +18.2% |
| 1Y | +34.1% | +7.4% | +26.7% | +29.9% |
| 3Y | -13.6% | +72.2% | -85.8% | -28.0% |
| 5Y | -26.0% | +105.1% | -131.1% | -42.1% |
| All | -26.0% | +106.2% | -132.2% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling