+9,018.2%
JNJ vs WEC
+4,464.3%
+4,553.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +3.5% | +2.3% | +1.1% | +2.6% |
| 30D | +12.5% | +11.1% | +1.5% | +8.5% |
| 3M | +9.6% | +8.4% | +1.1% | +6.4% |
| 6M | +25.3% | +7.5% | +17.8% | +22.2% |
| YTD | +40.3% | +15.3% | +25.0% | +33.3% |
| 1Y | +49.6% | +9.7% | +39.9% | +44.6% |
| 3Y | +110.8% | +64.7% | +46.1% | +76.5% |
| 5Y | +99.1% | +57.3% | +41.9% | +67.9% |
| 10Y | +216.6% | +195.9% | +20.7% | +114.3% |
| All | +9,018.2% | +4,464.3% | +4,553.8% | +2,385.2% |
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