+667.8%
JNJ vs WBD
+291.3%
+376.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +4.3% | +5.0% | -0.7% | +3.8% |
| 3M | +16.5% | +6.2% | +10.3% | +15.7% |
| 6M | +13.1% | +0.6% | +12.5% | +13.0% |
| YTD | +32.1% | -2.4% | +34.6% | +32.3% |
| 1Y | +54.5% | +127.7% | -73.2% | +40.7% |
| 3Y | +82.5% | +148.4% | -65.9% | +59.8% |
| 5Y | +80.0% | +4.2% | +75.8% | +69.3% |
| 10Y | +195.7% | +10.8% | +184.9% | +154.2% |
| All | +667.8% | +291.3% | +376.5% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling