+207.8%
JNJ vs SW
+183.3%
+24.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.1% |
| 7D | +4.3% | +1.8% | +2.4% | +4.2% |
| 30D | +7.9% | +7.0% | +0.9% | +7.7% |
| 3M | +9.4% | -7.6% | +17.0% | +9.6% |
| 6M | +28.8% | +8.5% | +20.3% | +28.4% |
| YTD | +38.5% | +17.7% | +20.8% | +37.5% |
| 1Y | +54.6% | +27.1% | +27.6% | +53.1% |
| 3Y | +108.4% | +48.2% | +60.2% | +104.3% |
| 5Y | +99.6% | -2.3% | +102.0% | +97.2% |
| 10Y | +207.8% | +183.3% | +24.4% | +180.6% |
| All | +207.8% | +183.3% | +24.4% | +180.6% |
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