+192.5%
JNJ vs WFC
+145.8%
+46.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | +2.3% | +1.5% | +0.8% | +2.0% |
| 3M | +12.0% | +10.2% | +1.8% | +10.1% |
| 6M | +10.5% | +18.8% | -8.3% | +7.1% |
| YTD | +30.4% | -1.5% | +31.9% | +30.1% |
| 1Y | +52.1% | +13.5% | +38.6% | +47.9% |
| 3Y | +77.8% | +135.0% | -57.2% | +48.4% |
| 5Y | +82.9% | +130.1% | -47.2% | +50.1% |
| All | +192.5% | +145.8% | +46.7% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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