+4.7%
WY vs RJF
+429.3%
-424.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -4.2% | -2.7% | -1.5% | -2.7% |
| 30D | -10.1% | -4.3% | -5.8% | -8.1% |
| 3M | -8.5% | +15.7% | -24.2% | -16.1% |
| 6M | -3.3% | +17.8% | -21.1% | -12.7% |
| YTD | -4.4% | +9.2% | -13.6% | -10.6% |
| 1Y | -11.5% | +2.8% | -14.3% | -14.7% |
| 3Y | -24.3% | +69.5% | -93.8% | -47.7% |
| 5Y | -21.3% | +105.9% | -127.3% | -54.3% |
| All | +4.7% | +429.3% | -424.6% | -66.4% |
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