+179.5%
SW vs RJF
+323.5%
-144.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.4% |
| 30D | +4.2% | +6.7% | -2.5% | +2.5% |
| 3M | -11.5% | -7.3% | -4.2% | -9.9% |
| 6M | +8.6% | +9.8% | -1.2% | +5.9% |
| YTD | +15.0% | +5.6% | +9.3% | +12.9% |
| 1Y | +25.7% | +2.3% | +23.4% | +24.4% |
| 3Y | +44.8% | +73.6% | -28.8% | +27.7% |
| 5Y | -1.7% | +79.9% | -81.6% | -15.2% |
| All | +179.5% | +323.5% | -144.0% | +100.5% |
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 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