+8,682.5%
JNJ vs WFC
+8,676.2%
+6.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +2.7% | +3.8% | -1.1% | +2.0% |
| 30D | +7.4% | +1.5% | +5.9% | +7.1% |
| 3M | +21.2% | +10.9% | +10.4% | +18.9% |
| 6M | +13.4% | +8.4% | +5.0% | +11.4% |
| YTD | +35.1% | -1.9% | +37.0% | +34.8% |
| 1Y | +57.4% | +12.3% | +45.1% | +53.0% |
| 3Y | +86.8% | +132.3% | -45.6% | +56.2% |
| 5Y | +80.8% | +130.1% | -49.3% | +48.7% |
| 10Y | +202.7% | +134.4% | +68.4% | +137.1% |
| All | +8,682.5% | +8,676.2% | +6.3% | +2,172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling