+192.5%
JNJ vs WBD
+15.0%
+177.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -3.5% | -0.7% | -2.8% | -3.5% |
| 30D | +2.3% | +1.4% | +0.9% | +2.2% |
| 3M | +12.0% | +4.4% | +7.6% | +11.7% |
| 6M | +10.5% | +0.8% | +9.6% | +10.4% |
| YTD | +30.4% | -2.7% | +33.1% | +30.5% |
| 1Y | +52.1% | +73.4% | -21.3% | +46.9% |
| 3Y | +77.8% | +142.1% | -64.3% | +65.1% |
| 5Y | +82.9% | +7.2% | +75.7% | +76.9% |
| All | +192.5% | +15.0% | +177.6% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling