+482.1%
WWD vs RJF
+429.3%
+52.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.6% | -2.7% | +0.1% | -0.9% |
| 30D | -6.9% | -4.3% | -2.7% | -4.5% |
| 3M | -13.0% | +15.7% | -28.8% | -21.0% |
| 6M | -12.5% | +17.8% | -30.3% | -21.4% |
| YTD | +11.8% | +9.2% | +2.7% | +4.5% |
| 1Y | +41.1% | +2.8% | +38.3% | +36.4% |
| 3Y | +163.1% | +69.5% | +93.6% | +78.7% |
| 5Y | +187.6% | +105.9% | +81.7% | +61.8% |
| All | +482.1% | +429.3% | +52.8% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling