+83.4%
JNJ vs WEC
+30.3%
+53.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.3% | -1.3% | -3.1% | -3.8% |
| 30D | +3.0% | -0.4% | +3.4% | +3.1% |
| 3M | +12.2% | -6.8% | +19.0% | +15.6% |
| 6M | +10.5% | -6.4% | +16.9% | +13.4% |
| YTD | +30.8% | +2.5% | +28.3% | +29.5% |
| 1Y | +54.9% | -0.4% | +55.3% | +54.9% |
| 3Y | +80.7% | +38.5% | +42.1% | +58.8% |
| 5Y | +83.4% | +31.7% | +51.7% | +60.8% |
| All | +83.4% | +30.3% | +53.1% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling