+2,654.0%
JNJ vs WAT
+10,816.8%
-8,162.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +2.7% | -1.3% | +4.0% | +2.9% |
| 30D | +7.4% | +2.3% | +5.0% | +7.0% |
| 3M | +21.2% | +8.7% | +12.5% | +19.6% |
| 6M | +13.4% | +28.3% | -14.9% | +8.9% |
| YTD | +35.1% | +7.8% | +27.4% | +32.6% |
| 1Y | +57.4% | +36.6% | +20.8% | +49.2% |
| 3Y | +86.8% | +45.7% | +41.1% | +72.6% |
| 5Y | +80.8% | -3.3% | +84.1% | +75.2% |
| 10Y | +202.7% | +162.1% | +40.6% | +152.1% |
| All | +2,654.0% | +10,816.8% | -8,162.8% | +1,201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling