+192.5%
JNJ vs WING
+407.7%
-215.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.2% | -0.5% |
| 7D | -3.5% | +7.2% | -10.7% | -3.7% |
| 30D | +2.3% | +4.8% | -2.5% | +2.1% |
| 3M | +12.0% | -23.7% | +35.7% | +12.9% |
| 6M | +10.5% | -43.6% | +54.0% | +12.4% |
| YTD | +30.4% | -50.6% | +81.0% | +33.0% |
| 1Y | +52.1% | -57.0% | +109.2% | +55.8% |
| 3Y | +77.8% | -28.3% | +106.1% | +72.7% |
| 5Y | +82.9% | -32.4% | +115.3% | +75.6% |
| All | +192.5% | +407.7% | -215.2% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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