+268.1%
JNJ vs W
+176.2%
+91.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.7% | -1.2% |
| 7D | +2.7% | -4.2% | +6.9% | +2.8% |
| 30D | +7.4% | -7.6% | +14.9% | +7.6% |
| 3M | +21.2% | +37.2% | -15.9% | +19.6% |
| 6M | +13.4% | +26.3% | -12.9% | +12.0% |
| YTD | +35.1% | -1.0% | +36.1% | +34.4% |
| 1Y | +57.4% | +20.1% | +37.4% | +55.2% |
| 3Y | +86.8% | +37.8% | +49.0% | +80.2% |
| 5Y | +80.8% | -63.7% | +144.5% | +79.5% |
| 10Y | +202.7% | +156.3% | +46.4% | +156.0% |
| All | +268.1% | +176.2% | +91.9% | +208.3% |
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