+84.2%
JNJ vs WAT
-3.5%
+87.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -3.5% | -0.3% | -3.3% | -3.5% |
| 30D | +2.3% | -1.9% | +4.2% | +2.5% |
| 3M | +12.0% | +13.5% | -1.5% | +10.3% |
| 6M | +10.5% | +37.2% | -26.8% | +5.9% |
| YTD | +30.4% | +7.5% | +22.9% | +28.7% |
| 1Y | +52.1% | +35.0% | +17.1% | +45.4% |
| 3Y | +77.8% | +55.1% | +22.7% | +64.2% |
| All | +84.2% | -3.5% | +87.7% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling