+97.6%
JNJ vs WAT
+31.1%
+66.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.1% |
| 3M | +9.2% | +11.1% | -1.8% | +7.9% |
| 6M | +27.8% | +31.2% | -3.4% | +23.6% |
| YTD | +39.2% | +21.7% | +17.5% | +35.5% |
| 1Y | +49.1% | +19.3% | +29.8% | +45.5% |
| 3Y | +109.7% | +80.6% | +29.1% | +90.2% |
| 5Y | +97.6% | +29.5% | +68.0% | +87.9% |
| All | +97.6% | +31.1% | +66.5% | +87.9% |
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