-52.1%
WU vs RJF
+104.0%
-156.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.7% |
| 30D | -2.9% | -4.3% | +1.3% | -1.7% |
| 3M | -2.3% | +15.7% | -18.0% | -6.8% |
| 6M | -25.4% | +17.8% | -43.2% | -29.4% |
| YTD | -21.2% | +9.2% | -30.4% | -23.9% |
| 1Y | -8.9% | +2.8% | -11.6% | -10.5% |
| 3Y | -29.0% | +69.5% | -98.4% | -42.9% |
| All | -52.1% | +104.0% | -156.2% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling