+85.5%
BWA vs RJF
+104.0%
-18.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.3% | -2.7% | +1.4% | +0.1% |
| 30D | -2.9% | -4.3% | +1.3% | -0.9% |
| 3M | -10.7% | +15.7% | -26.4% | -17.6% |
| 6M | +26.5% | +17.8% | +8.7% | +15.1% |
| YTD | +49.1% | +9.2% | +39.9% | +40.2% |
| 1Y | +52.1% | +2.8% | +49.3% | +47.4% |
| 3Y | +72.6% | +69.5% | +3.1% | +21.0% |
| All | +85.5% | +104.0% | -18.6% | +10.6% |
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