+68.5%
JNJ vs WETO
-99.4%
+167.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.3% |
| 7D | -3.5% | -4.3% | +0.8% | -3.5% |
| 30D | +2.3% | -39.9% | +42.2% | +3.1% |
| 3M | +12.0% | -97.9% | +109.9% | +10.6% |
| 6M | +10.5% | -95.0% | +105.5% | +10.2% |
| YTD | +30.4% | -97.2% | +127.6% | +29.4% |
| 1Y | +52.1% | -98.9% | +151.0% | +50.0% |
| All | +68.5% | -99.4% | +167.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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