-8.9%
WU vs RJF
+5.1%
-13.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | -2.9% | -4.3% | +1.3% | -2.3% |
| 3M | -2.3% | +15.7% | -18.0% | -4.3% |
| 6M | -25.4% | +17.8% | -43.2% | -27.3% |
| YTD | -21.2% | +9.2% | -30.4% | -22.5% |
| 1Y | -8.9% | +2.8% | -11.6% | -12.1% |
| All | -8.9% | +5.1% | -13.9% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling