+109.1%
JNJ vs WAT
+83.1%
+26.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.3% |
| 7D | +4.1% | +2.0% | +2.1% | +3.9% |
| 30D | +14.0% | +7.7% | +6.3% | +13.2% |
| 3M | +9.2% | +11.1% | -1.8% | +8.1% |
| 6M | +27.8% | +31.2% | -3.4% | +24.4% |
| YTD | +39.2% | +21.7% | +17.5% | +36.3% |
| 1Y | +49.1% | +19.3% | +29.8% | +46.4% |
| All | +109.1% | +83.1% | +26.0% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling