+14,983.8%
WST vs RJF
+47,157.9%
-32,174.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.4% | +4.0% | -2.6% | +0.5% |
| 30D | +12.7% | +6.1% | +6.6% | +11.2% |
| 3M | +17.2% | -5.8% | +23.0% | +18.5% |
| 6M | +26.7% | +9.7% | +17.0% | +23.6% |
| YTD | +50.3% | +6.2% | +44.1% | +47.4% |
| 1Y | +50.2% | +5.3% | +44.9% | +47.6% |
| 3Y | +21.7% | +74.4% | -52.7% | +6.4% |
| 5Y | +2.0% | +81.6% | -79.5% | -12.7% |
| 10Y | +451.1% | +333.6% | +117.5% | +276.7% |
| All | +14,983.8% | +47,157.9% | -32,174.0% | +5,181.0% |
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