+1,118.2%
JNJ vs WCC
+1,563.0%
-444.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +0.9% |
| 7D | +3.5% | +9.9% | -6.5% | +2.7% |
| 30D | +12.5% | -8.4% | +21.0% | +13.1% |
| 3M | +9.6% | -10.3% | +19.9% | +10.1% |
| 6M | +25.3% | -10.5% | +35.8% | +25.5% |
| YTD | +40.3% | +32.2% | +8.1% | +35.7% |
| 1Y | +49.6% | +25.5% | +24.1% | +45.3% |
| 3Y | +110.8% | +134.7% | -23.9% | +90.4% |
| 5Y | +99.1% | +139.9% | -40.8% | +75.9% |
| 10Y | +216.6% | +433.5% | -216.9% | +148.2% |
| All | +1,118.2% | +1,563.0% | -444.9% | +714.2% |
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