+282.2%
JNJ vs W
+210.9%
+71.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +12.5% | +6.8% | +5.7% | +12.3% |
| 3M | +9.6% | +10.7% | -1.1% | +9.1% |
| 6M | +25.3% | +86.3% | -61.0% | +22.4% |
| YTD | +40.3% | +11.5% | +28.8% | +38.9% |
| 1Y | +49.6% | +5.1% | +44.5% | +48.4% |
| 3Y | +110.8% | +171.0% | -60.2% | +98.4% |
| 5Y | +99.1% | -56.6% | +155.7% | +96.4% |
| 10Y | +216.6% | +213.4% | +3.2% | +166.0% |
| All | +282.2% | +210.9% | +71.3% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling