+183.8%
WWD vs RJF
+101.5%
+82.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.9% |
| 7D | -2.9% | -4.2% | +1.3% | -1.0% |
| 30D | -6.6% | -3.6% | -3.0% | -5.1% |
| 3M | -9.3% | +15.6% | -25.0% | -15.4% |
| 6M | -13.6% | +17.6% | -31.2% | -20.0% |
| YTD | +10.4% | +9.2% | +1.1% | +5.1% |
| 1Y | +39.9% | +5.5% | +34.4% | +35.0% |
| 3Y | +165.0% | +70.3% | +94.7% | +102.8% |
| 5Y | +183.8% | +106.0% | +77.8% | +94.7% |
| All | +183.8% | +101.5% | +82.3% | +94.7% |
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 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