+54.9%
JNJ vs WAT
+34.9%
+20.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -4.3% | -2.9% | -1.5% | -4.3% |
| 30D | +3.0% | -3.2% | +6.2% | +3.1% |
| 3M | +12.2% | +10.6% | +1.6% | +12.1% |
| 6M | +10.5% | +34.0% | -23.6% | +9.1% |
| YTD | +30.8% | +5.7% | +25.0% | +30.9% |
| 1Y | +54.9% | +37.1% | +17.9% | +52.8% |
| All | +54.9% | +34.9% | +20.1% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling