+1,455.2%
JNJ vs WCN
+6,767.3%
-5,312.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.8% | -0.4% | -0.3% | -0.7% |
| 30D | +4.3% | -2.1% | +6.5% | +4.7% |
| 3M | +16.5% | +6.4% | +10.1% | +15.3% |
| 6M | +13.1% | -3.7% | +16.8% | +13.7% |
| YTD | +32.1% | -6.4% | +38.5% | +33.3% |
| 1Y | +54.5% | -7.9% | +62.4% | +56.2% |
| 3Y | +82.5% | +20.8% | +61.7% | +75.9% |
| 5Y | +80.0% | +29.0% | +51.0% | +71.0% |
| 10Y | +195.7% | +236.4% | -40.7% | +143.9% |
| All | +1,455.2% | +6,767.3% | -5,312.1% | +842.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling