+78.3%
JNJ vs WCN
+18.2%
+60.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -4.3% | -4.4% | +0.1% | -3.2% |
| 30D | +3.0% | -4.4% | +7.5% | +4.2% |
| 3M | +12.2% | +0.5% | +11.8% | +12.2% |
| 6M | +10.5% | -3.3% | +13.7% | +11.1% |
| YTD | +30.8% | -8.5% | +39.3% | +32.9% |
| 1Y | +54.9% | -8.9% | +63.9% | +57.5% |
| All | +78.3% | +18.2% | +60.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling