-29.4%
WU vs RJF
+69.1%
-98.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -5.0% | -4.2% | -0.8% | -4.1% |
| 30D | -2.3% | -3.6% | +1.3% | -1.5% |
| 3M | -3.2% | +15.6% | -18.9% | -6.4% |
| 6M | -25.0% | +17.6% | -42.6% | -27.9% |
| YTD | -21.7% | +9.2% | -30.9% | -23.6% |
| 1Y | -9.0% | +5.5% | -14.5% | -10.7% |
| All | -29.4% | +69.1% | -98.5% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling