+83.4%
JNJ vs WAB
+220.1%
-136.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | +3.0% | -5.9% | +8.9% | +3.4% |
| 3M | +12.2% | +9.4% | +2.9% | +11.3% |
| 6M | +10.5% | +13.8% | -3.4% | +9.2% |
| YTD | +30.8% | +31.8% | -1.0% | +28.0% |
| 1Y | +54.9% | +48.5% | +6.4% | +50.4% |
| 3Y | +80.7% | +167.0% | -86.3% | +62.8% |
| 5Y | +83.4% | +222.3% | -138.9% | +61.5% |
| All | +83.4% | +220.1% | -136.7% | +61.5% |
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