+51.2%
JNJ vs GWW
+55.5%
-4.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +3.2% |
| 7D | +1.9% | +11.1% | -9.1% | +1.2% |
| 30D | +9.2% | +15.7% | -6.5% | +8.2% |
| 3M | +8.9% | +14.8% | -5.8% | +8.0% |
| 6M | +24.6% | +30.9% | -6.4% | +21.6% |
| YTD | +35.7% | +48.5% | -12.8% | +28.9% |
| 1Y | +51.2% | +57.1% | -5.9% | +42.7% |
| All | +51.2% | +55.5% | -4.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling