+107.7%
JNJ vs SW
+48.8%
+58.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +5.5% | +2.2% | +3.3% | +5.4% |
| 30D | +7.4% | +7.4% | 0.0% | +7.1% |
| 3M | +7.8% | -5.9% | +13.7% | +7.9% |
| 6M | +28.2% | +9.0% | +19.3% | +27.8% |
| YTD | +37.9% | +18.1% | +19.7% | +37.0% |
| 1Y | +52.4% | +28.7% | +23.7% | +51.0% |
| 3Y | +107.7% | +48.8% | +58.9% | +99.4% |
| All | +107.7% | +48.8% | +58.9% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling