+57.4%
JNJ vs WEC
+1.8%
+55.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +7.4% | -1.3% | +8.7% | +7.9% |
| 3M | +21.2% | -3.9% | +25.1% | +24.2% |
| 6M | +13.4% | -8.3% | +21.7% | +17.8% |
| YTD | +35.1% | +3.1% | +32.1% | +36.2% |
| 1Y | +57.4% | +1.9% | +55.5% | +58.5% |
| All | +57.4% | +1.8% | +55.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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