+189.6%
WTW vs RJF
+429.3%
-239.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.7% | -2.7% | -3.0% | -4.8% |
| 30D | -7.3% | -4.3% | -3.0% | -5.8% |
| 3M | +21.5% | +15.7% | +5.7% | +15.2% |
| 6M | +9.6% | +17.8% | -8.2% | +3.0% |
| YTD | -3.3% | +9.2% | -12.5% | -7.0% |
| 1Y | -6.1% | +2.8% | -8.9% | -8.0% |
| 3Y | +61.8% | +69.5% | -7.6% | +28.5% |
| 5Y | +42.7% | +105.9% | -63.3% | +3.3% |
| All | +189.6% | +429.3% | -239.7% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling