+1,087.6%
WTW vs RJF
+2,783.3%
-1,695.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -7.1% | -0.3% | -6.8% | -7.0% |
| 30D | -8.5% | -2.0% | -6.5% | -8.0% |
| 3M | +20.6% | +16.3% | +4.2% | +15.2% |
| 6M | +7.2% | +16.9% | -9.7% | +2.1% |
| YTD | -3.9% | +10.4% | -14.3% | -7.2% |
| 1Y | -3.6% | +7.4% | -11.0% | -6.3% |
| 3Y | +60.7% | +72.2% | -11.5% | +33.5% |
| 5Y | +42.2% | +105.1% | -63.0% | +10.8% |
| 10Y | +195.5% | +430.9% | -235.5% | +68.3% |
| All | +1,087.6% | +2,783.3% | -1,695.7% | +266.7% |
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