+649.4%
WY vs RJF
+49,360.8%
-48,711.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | -2.1% | +1.8% | -3.8% | -2.7% |
| 30D | -10.5% | 0.0% | -10.5% | -10.6% |
| 3M | -4.9% | +18.0% | -22.8% | -10.9% |
| 6M | -4.9% | +17.0% | -21.9% | -11.0% |
| YTD | -1.7% | +11.1% | -12.8% | -6.6% |
| 1Y | -9.4% | +8.0% | -17.3% | -13.2% |
| 3Y | -22.3% | +73.3% | -95.6% | -38.9% |
| 5Y | -20.5% | +107.4% | -128.0% | -42.6% |
| 10Y | +4.9% | +428.5% | -423.6% | -46.3% |
| All | +649.4% | +49,360.8% | -48,711.4% | +27.1% |
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