+8,682.5%
JNJ vs WEC
+3,978.4%
+4,704.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.7% | -0.3% | +2.9% | +2.8% |
| 30D | +7.4% | -1.3% | +8.7% | +7.8% |
| 3M | +21.2% | -3.9% | +25.1% | +22.9% |
| 6M | +13.4% | -8.3% | +21.7% | +16.8% |
| YTD | +35.1% | +3.1% | +32.1% | +33.6% |
| 1Y | +57.4% | +1.9% | +55.5% | +56.1% |
| 3Y | +86.8% | +41.9% | +44.9% | +64.5% |
| 5Y | +80.8% | +30.8% | +50.0% | +62.4% |
| 10Y | +202.7% | +141.9% | +60.8% | +118.8% |
| All | +8,682.5% | +3,978.4% | +4,704.0% | +2,390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling