+12,330.1%
WST vs RJF
+49,848.3%
-37,518.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -3.1% | -1.3% | -1.9% | -2.9% |
| 3M | +7.2% | +18.9% | -11.7% | +3.0% |
| 6M | +36.8% | +15.0% | +21.8% | +32.2% |
| YTD | +23.8% | +12.2% | +11.6% | +20.2% |
| 1Y | +37.8% | +5.6% | +32.1% | +35.2% |
| 3Y | -15.9% | +74.9% | -90.8% | -26.6% |
| 5Y | -25.8% | +106.6% | -132.5% | -38.2% |
| 10Y | +319.6% | +433.1% | -113.5% | +174.7% |
| All | +12,330.1% | +49,848.3% | -37,518.2% | +4,204.5% |
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