+82.7%
JNJ vs WCC
+228.2%
-145.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -3.0% | +6.8% | -9.8% | -3.0% |
| 30D | +2.5% | -3.0% | +5.5% | +2.5% |
| 3M | +13.2% | +0.2% | +13.0% | +13.3% |
| 6M | +11.3% | +33.2% | -21.9% | +10.7% |
| YTD | +31.1% | +45.8% | -14.7% | +30.2% |
| 1Y | +54.3% | +68.4% | -14.1% | +52.8% |
| 3Y | +81.1% | +131.1% | -50.0% | +77.1% |
| 5Y | +82.7% | +225.6% | -142.9% | +75.9% |
| All | +82.7% | +228.2% | -145.5% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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