-24.5%
WU vs RJF
+1,117.1%
-1,141.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -4.9% | -0.3% | -4.7% | -4.9% |
| 30D | -1.3% | -2.0% | +0.7% | -0.6% |
| 3M | -3.6% | +16.3% | -19.9% | -9.1% |
| 6M | -24.3% | +16.9% | -41.2% | -29.0% |
| YTD | -21.1% | +10.4% | -31.5% | -24.7% |
| 1Y | -10.3% | +7.4% | -17.7% | -13.8% |
| 3Y | -28.4% | +72.2% | -100.6% | -43.8% |
| 5Y | -51.2% | +105.1% | -156.3% | -64.9% |
| 10Y | -39.6% | +430.9% | -470.6% | -71.2% |
| All | -24.5% | +1,117.1% | -1,141.6% | -79.1% |
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 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