+192.5%
JNJ vs W
+158.6%
+33.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -3.5% | -0.9% | -2.6% | -3.5% |
| 30D | +2.3% | -4.2% | +6.6% | +2.4% |
| 3M | +12.0% | +26.9% | -14.9% | +10.8% |
| 6M | +10.5% | +31.2% | -20.8% | +9.0% |
| YTD | +30.4% | -1.8% | +32.2% | +29.7% |
| 1Y | +52.1% | +9.3% | +42.8% | +50.4% |
| 3Y | +77.8% | +33.2% | +44.6% | +71.6% |
| 5Y | +82.9% | -62.4% | +145.3% | +82.2% |
| All | +192.5% | +158.6% | +33.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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