-24.3%
WY vs RJF
+69.0%
-93.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -4.2% | -2.7% | -1.5% | -3.4% |
| 30D | -10.1% | -4.3% | -5.8% | -9.1% |
| 3M | -8.5% | +15.7% | -24.2% | -12.5% |
| 6M | -3.3% | +17.8% | -21.1% | -8.3% |
| YTD | -4.4% | +9.2% | -13.6% | -7.6% |
| 1Y | -11.5% | +2.8% | -14.3% | -12.8% |
| 3Y | -24.3% | +69.5% | -93.8% | -41.4% |
| All | -24.3% | +69.0% | -93.3% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling