+210.8%
JNJ vs SW
+182.7%
+28.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.5% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | +6.9% | +6.8% | +0.1% | +6.6% |
| 3M | +8.0% | -5.2% | +13.2% | +8.2% |
| 6M | +24.3% | +7.4% | +16.9% | +23.9% |
| YTD | +35.6% | +17.4% | +18.2% | +34.7% |
| 1Y | +51.1% | +27.1% | +24.0% | +49.6% |
| 3Y | +98.3% | +47.9% | +50.4% | +94.4% |
| 5Y | +94.3% | -2.6% | +96.9% | +92.0% |
| All | +210.8% | +182.7% | +28.1% | +183.6% |
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