+2,759.3%
JNJ vs WAT
+12,173.3%
-9,414.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +3.5% | +0.6% | +2.9% | +3.4% |
| 30D | +12.5% | +5.4% | +7.1% | +11.7% |
| 3M | +9.6% | +11.3% | -1.7% | +7.9% |
| 6M | +25.3% | +37.4% | -12.1% | +19.6% |
| YTD | +40.3% | +21.2% | +19.1% | +35.4% |
| 1Y | +49.6% | +21.3% | +28.3% | +44.4% |
| 3Y | +110.8% | +83.4% | +27.4% | +88.7% |
| 5Y | +99.1% | +29.0% | +70.1% | +85.3% |
| 10Y | +216.6% | +223.9% | -7.3% | +156.6% |
| All | +2,759.3% | +12,173.3% | -9,414.0% | +1,228.2% |
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