+3,477.2%
BWA vs RJF
+13,665.0%
-10,187.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | +4.3% | +1.8% | +2.5% | +3.5% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | -12.4% | +18.0% | -30.4% | -18.8% |
| 6M | +28.6% | +17.0% | +11.6% | +19.3% |
| YTD | +48.2% | +11.1% | +37.1% | +40.0% |
| 1Y | +50.9% | +8.0% | +43.0% | +44.0% |
| 3Y | +72.2% | +73.3% | -1.1% | +32.0% |
| 5Y | +91.1% | +107.4% | -16.4% | +34.8% |
| 10Y | +144.0% | +428.5% | -284.5% | +13.5% |
| All | +3,477.2% | +13,665.0% | -10,187.8% | +559.5% |
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