+275.1%
JNJ vs W
+217.9%
+57.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.5% | -7.4% | +8.9% | +1.7% |
| 30D | +6.3% | +7.8% | -1.5% | +6.0% |
| 3M | +8.5% | +10.9% | -2.4% | +8.0% |
| 6M | +28.0% | +86.4% | -58.4% | +25.0% |
| YTD | +37.7% | +14.0% | +23.7% | +36.2% |
| 1Y | +47.9% | +3.5% | +44.4% | +46.8% |
| 3Y | +107.4% | +164.8% | -57.4% | +95.4% |
| 5Y | +97.7% | -53.1% | +150.9% | +94.3% |
| 10Y | +210.7% | +220.4% | -9.8% | +160.9% |
| All | +275.1% | +217.9% | +57.2% | +212.6% |
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