+15,588.9%
WWD vs RJF
+13,991.9%
+1,596.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.7% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | -7.2% | -1.3% | -5.9% | -6.7% |
| 3M | -3.8% | +18.9% | -22.7% | -11.1% |
| 6M | -9.9% | +15.0% | -24.9% | -15.5% |
| YTD | +14.8% | +12.2% | +2.6% | +8.4% |
| 1Y | +42.1% | +5.6% | +36.4% | +37.4% |
| 3Y | +170.8% | +74.9% | +95.9% | +106.9% |
| 5Y | +197.5% | +106.6% | +90.9% | +107.0% |
| 10Y | +477.8% | +433.1% | +44.8% | +171.7% |
| All | +15,588.9% | +13,991.9% | +1,596.9% | +4,059.7% |
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 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