+57.4%
JNJ vs WCN
-8.7%
+66.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +7.4% | +0.4% | +6.9% | +7.2% |
| 3M | +21.2% | +7.3% | +13.9% | +19.6% |
| 6M | +13.4% | -2.5% | +15.9% | +13.0% |
| YTD | +35.1% | -5.4% | +40.5% | +35.5% |
| 1Y | +57.4% | -8.5% | +65.9% | +59.7% |
| All | +57.4% | -8.7% | +66.2% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling