+1,073.3%
JNJ vs WCC
+1,713.7%
-640.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.5% |
| 7D | +2.7% | +4.5% | -1.8% | +2.3% |
| 30D | +7.4% | -5.8% | +13.2% | +7.8% |
| 3M | +21.2% | -3.7% | +24.9% | +21.1% |
| 6M | +13.4% | +23.1% | -9.7% | +10.8% |
| YTD | +35.1% | +44.2% | -9.0% | +30.2% |
| 1Y | +57.4% | +62.1% | -4.7% | +50.0% |
| 3Y | +86.8% | +121.1% | -34.3% | +70.0% |
| 5Y | +80.8% | +214.0% | -133.2% | +56.3% |
| 10Y | +202.7% | +472.8% | -270.0% | +136.5% |
| All | +1,073.3% | +1,713.7% | -640.4% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling