+1,654.8%
WULF vs RJF
+13,504.2%
-11,849.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.6% |
| 7D | -0.6% | -4.2% | +3.6% | 0.0% |
| 30D | -3.6% | -3.6% | 0.0% | -3.2% |
| 3M | -30.4% | +15.6% | -46.0% | -31.9% |
| 6M | +12.5% | +17.6% | -5.1% | +9.8% |
| YTD | +40.5% | +9.2% | +31.3% | +38.7% |
| 1Y | +53.0% | +5.5% | +47.5% | +51.8% |
| 3Y | +796.7% | +70.3% | +726.3% | +754.6% |
| 5Y | -30.9% | +106.0% | -136.9% | -34.6% |
| 10Y | +76.1% | +425.1% | -348.9% | +57.0% |
| All | +1,654.8% | +13,504.2% | -11,849.4% | +1,766.8% |
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