+352.9%
JNJ vs NWSA
+122.3%
+230.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.0% | -3.1% | +0.1% | -2.4% |
| 30D | +2.5% | +4.3% | -1.8% | +1.8% |
| 3M | +13.2% | +9.2% | +4.0% | +11.3% |
| 6M | +11.3% | +21.6% | -10.3% | +7.2% |
| YTD | +31.1% | +14.2% | +16.9% | +27.5% |
| 1Y | +54.3% | +1.8% | +52.6% | +53.0% |
| 3Y | +81.1% | +44.4% | +36.7% | +66.0% |
| 5Y | +82.7% | +41.0% | +41.8% | +64.9% |
| 10Y | +196.5% | +150.0% | +46.4% | +118.6% |
| All | +352.9% | +122.3% | +230.6% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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