+193.4%
JNJ vs WELL
+356.9%
-163.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | -2.2% | -2.1% | -4.0% |
| 30D | +3.0% | +4.7% | -1.7% | +2.3% |
| 3M | +12.2% | +11.9% | +0.3% | +10.5% |
| 6M | +10.5% | +14.3% | -3.8% | +8.3% |
| YTD | +30.8% | +28.4% | +2.4% | +26.1% |
| 1Y | +54.9% | +42.3% | +12.6% | +47.2% |
| 3Y | +80.7% | +202.6% | -121.9% | +54.8% |
| 5Y | +83.4% | +206.5% | -123.1% | +55.8% |
| All | +193.4% | +356.9% | -163.5% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling