+97.7%
JNJ vs WELL
+222.4%
-124.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +6.3% | +7.8% | -1.5% | +4.6% |
| 3M | +8.5% | +10.2% | -1.8% | +6.2% |
| 6M | +28.0% | +16.4% | +11.6% | +23.9% |
| YTD | +37.7% | +35.2% | +2.5% | +29.4% |
| 1Y | +47.9% | +30.5% | +17.5% | +39.9% |
| 3Y | +107.4% | +206.1% | -98.7% | +68.1% |
| 5Y | +97.7% | +228.3% | -130.5% | +60.0% |
| All | +97.7% | +222.4% | -124.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling