+149.3%
BWA vs RJF
+429.3%
-279.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.3% | -2.7% | +1.4% | +0.2% |
| 30D | -2.9% | -4.3% | +1.3% | -0.8% |
| 3M | -10.7% | +15.7% | -26.4% | -18.0% |
| 6M | +26.5% | +17.8% | +8.7% | +14.5% |
| YTD | +49.1% | +9.2% | +39.9% | +39.7% |
| 1Y | +52.1% | +2.8% | +49.3% | +47.0% |
| 3Y | +72.6% | +69.5% | +3.1% | +22.1% |
| 5Y | +89.4% | +105.9% | -16.5% | +17.7% |
| All | +149.3% | +429.3% | -279.9% | -3.1% |
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 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