+615.7%
JNJ vs SW
+755.0%
-139.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +2.7% | -5.1% | +7.8% | +2.8% |
| 30D | +7.4% | -4.6% | +12.0% | +7.4% |
| 3M | +21.2% | +9.4% | +11.8% | +21.0% |
| 6M | +13.4% | +3.5% | +9.9% | +13.2% |
| YTD | +35.1% | +22.0% | +13.1% | +34.6% |
| 1Y | +57.4% | +2.2% | +55.2% | +57.1% |
| 3Y | +86.8% | +19.6% | +67.2% | +85.5% |
| 5Y | +80.8% | -2.3% | +83.1% | +79.5% |
| 10Y | +202.7% | +181.4% | +21.4% | +194.9% |
| All | +615.7% | +755.0% | -139.3% | +595.3% |
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