+3,234.0%
JNJ vs WAB
+4,115.8%
-881.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -0.8% | +1.7% | -2.4% | -1.0% |
| 30D | +4.3% | -2.4% | +6.7% | +4.6% |
| 3M | +16.5% | +9.7% | +6.8% | +15.0% |
| 6M | +13.1% | +16.5% | -3.4% | +10.8% |
| YTD | +32.1% | +33.7% | -1.6% | +27.2% |
| 1Y | +54.5% | +49.7% | +4.8% | +46.6% |
| 3Y | +82.5% | +170.9% | -88.4% | +59.8% |
| 5Y | +80.0% | +228.0% | -148.0% | +52.6% |
| 10Y | +195.7% | +284.8% | -89.1% | +137.3% |
| All | +3,234.0% | +4,115.8% | -881.8% | +1,963.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling