+192.5%
JNJ vs WCN
+235.9%
-43.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -2.4% |
| 30D | +2.3% | -3.4% | +5.7% | +3.6% |
| 3M | +12.0% | +3.0% | +9.0% | +10.7% |
| 6M | +10.5% | -3.8% | +14.2% | +11.8% |
| YTD | +30.4% | -8.3% | +38.7% | +33.8% |
| 1Y | +52.1% | -9.7% | +61.9% | +56.9% |
| 3Y | +77.8% | +17.2% | +60.6% | +62.7% |
| 5Y | +82.9% | +25.3% | +57.6% | +60.0% |
| All | +192.5% | +235.9% | -43.4% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling