+100.9%
JNJ vs WAB
+214.2%
-113.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +3.5% | +5.1% | -1.6% | +3.1% |
| 30D | +12.5% | +4.0% | +8.5% | +12.2% |
| 3M | +9.6% | +0.1% | +9.5% | +9.5% |
| 6M | +25.3% | +12.8% | +12.6% | +24.1% |
| YTD | +40.3% | +40.1% | +0.2% | +36.8% |
| 1Y | +49.6% | +46.4% | +3.3% | +45.5% |
| 3Y | +110.8% | +167.4% | -56.6% | +90.5% |
| All | +100.9% | +214.2% | -113.3% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 5y: compounded portfolio wealth divided by compounded WAB 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…
5y analysis · Full analysis span regression · 6 months rolling