+618.5%
JNJ vs SW
+743.1%
-124.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.3% | +3.7% |
| 7D | +1.9% | +12.1% | -10.1% | +1.8% |
| 30D | +9.2% | +6.6% | +2.7% | +9.1% |
| 3M | +8.9% | -6.0% | +14.9% | +9.0% |
| 6M | +24.6% | +21.5% | +3.1% | +24.1% |
| YTD | +35.7% | +20.3% | +15.3% | +35.1% |
| 1Y | +51.2% | +28.1% | +23.1% | +50.4% |
| 3Y | +98.8% | +51.6% | +47.2% | +96.8% |
| 5Y | +93.0% | -0.1% | +93.2% | +91.6% |
| 10Y | +215.1% | +189.7% | +25.3% | +206.9% |
| All | +618.5% | +743.1% | -124.5% | +598.1% |
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