+70.1%
BWA vs RJF
+69.1%
+1.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -0.1% | -4.2% | +4.1% | +1.5% |
| 30D | -5.5% | -3.6% | -1.9% | -4.3% |
| 3M | -7.6% | +15.6% | -23.3% | -12.9% |
| 6M | +25.0% | +17.6% | +7.4% | +16.5% |
| YTD | +47.0% | +9.2% | +37.7% | +40.4% |
| 1Y | +54.0% | +5.5% | +48.5% | +49.0% |
| All | +70.1% | +69.1% | +1.0% | +37.4% |
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