+54.9%
JNJ vs WFC
+13.3%
+41.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | +3.0% | +2.3% | +0.7% | +3.1% |
| 3M | +12.2% | +9.8% | +2.5% | +12.6% |
| 6M | +10.5% | +15.6% | -5.1% | +11.3% |
| YTD | +30.8% | -2.4% | +33.2% | +29.5% |
| 1Y | +54.9% | +13.8% | +41.1% | +54.6% |
| All | +54.9% | +13.3% | +41.6% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling