+77.8%
JNJ vs WFC
+134.7%
-56.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | +2.3% | +1.5% | +0.8% | +2.2% |
| 3M | +12.0% | +10.2% | +1.8% | +11.4% |
| 6M | +10.5% | +18.8% | -8.3% | +9.5% |
| YTD | +30.4% | -1.5% | +31.9% | +30.3% |
| 1Y | +52.1% | +13.5% | +38.6% | +50.4% |
| 3Y | +77.8% | +135.0% | -57.2% | +55.4% |
| All | +77.8% | +134.7% | -56.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling