+100.9%
JNJ vs WFC
+90.3%
+10.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.8% |
| 7D | +3.5% | +2.5% | +0.9% | +3.2% |
| 30D | +12.5% | +7.0% | +5.5% | +11.9% |
| 3M | +9.6% | -1.8% | +11.3% | +9.7% |
| 6M | +25.3% | +18.4% | +6.9% | +23.6% |
| YTD | +40.3% | -5.6% | +45.9% | +40.6% |
| 1Y | +49.6% | +3.9% | +45.8% | +48.6% |
| 3Y | +110.8% | +126.3% | -15.5% | +89.3% |
| All | +100.9% | +90.3% | +10.7% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling