-21.6%
WY vs RJF
+101.5%
-123.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | -3.7% | -4.2% | +0.5% | -2.2% |
| 30D | -11.3% | -3.6% | -7.7% | -10.2% |
| 3M | -8.1% | +15.6% | -23.8% | -13.2% |
| 6M | -7.4% | +17.6% | -25.0% | -13.4% |
| YTD | -4.7% | +9.2% | -13.9% | -8.8% |
| 1Y | -9.2% | +5.5% | -14.7% | -12.1% |
| 3Y | -24.7% | +70.3% | -95.0% | -42.0% |
| 5Y | -21.6% | +106.0% | -127.6% | -45.6% |
| All | -21.6% | +101.5% | -123.1% | -45.6% |
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