+14,947.6%
WST vs RJF
+46,927.3%
-31,979.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +4.9% | +1.5% | +3.4% | +4.5% |
| 30D | +10.7% | +6.7% | +4.0% | +9.1% |
| 3M | +16.8% | -7.3% | +24.2% | +18.6% |
| 6M | +32.0% | +9.8% | +22.2% | +28.8% |
| YTD | +49.9% | +5.6% | +44.3% | +47.2% |
| 1Y | +50.6% | +2.3% | +48.4% | +48.9% |
| 3Y | +21.4% | +73.6% | -52.2% | +6.3% |
| 5Y | -0.6% | +79.9% | -80.5% | -14.7% |
| 10Y | +449.4% | +328.8% | +120.6% | +276.4% |
| All | +14,947.6% | +46,927.3% | -31,979.7% | +5,173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling