+608.1%
JNJ vs SW
+730.4%
-122.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | -1.0% | +4.7% | -5.7% | -1.1% |
| 30D | +6.9% | +5.0% | +1.9% | +6.8% |
| 3M | +6.2% | -7.3% | +13.6% | +6.4% |
| 6M | +22.0% | +15.0% | +7.0% | +21.7% |
| YTD | +33.7% | +18.5% | +15.2% | +33.2% |
| 1Y | +49.7% | +27.1% | +22.6% | +49.0% |
| 3Y | +96.0% | +49.3% | +46.6% | +94.0% |
| 5Y | +91.6% | -1.6% | +93.2% | +90.2% |
| 10Y | +210.5% | +185.4% | +25.1% | +202.6% |
| All | +608.1% | +730.4% | -122.3% | +588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling