-7.5%
WY vs RJF
+7.8%
-15.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -2.6% | -0.6% | -2.0% | -2.6% |
| 30D | -10.9% | -1.3% | -9.7% | -10.8% |
| 3M | -6.0% | +18.9% | -24.9% | -7.8% |
| 6M | -5.6% | +15.0% | -20.7% | -7.3% |
| YTD | -1.1% | +12.2% | -13.4% | -3.0% |
| 1Y | -7.5% | +5.6% | -13.1% | -9.0% |
| All | -7.5% | +7.8% | -15.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling