+201.7%
JNJ vs SW
+147.8%
+53.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.7% | -5.1% | +7.8% | +2.8% |
| 30D | +7.4% | -4.6% | +12.0% | +7.5% |
| 3M | +21.2% | +9.4% | +11.8% | +20.8% |
| 6M | +13.4% | +3.5% | +9.9% | +13.1% |
| YTD | +35.1% | +22.0% | +13.1% | +34.1% |
| 1Y | +57.4% | +2.2% | +55.2% | +56.9% |
| 3Y | +86.8% | +19.6% | +67.2% | +84.3% |
| 5Y | +80.8% | -2.3% | +83.1% | +78.7% |
| All | +201.7% | +147.8% | +53.9% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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