+115.8%
NWSA vs RJF
+640.0%
-524.2%
-51.9%
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% | -1.4% |
| 7D | -2.6% | +1.8% | -4.4% | -3.5% |
| 30D | +4.6% | 0.0% | +4.6% | +4.4% |
| 3M | +10.2% | +18.0% | -7.8% | +1.2% |
| 6M | +21.6% | +17.0% | +4.7% | +11.6% |
| YTD | +14.6% | +11.1% | +3.5% | +7.0% |
| 1Y | +0.4% | +8.0% | -7.6% | -5.0% |
| 3Y | +45.0% | +73.3% | -28.3% | +4.1% |
| 5Y | +41.3% | +107.4% | -66.1% | -10.1% |
| 10Y | +142.8% | +428.5% | -285.7% | -10.4% |
| All | +115.8% | +640.0% | -524.2% | -28.8% |
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