+221.6%
JNJ vs WING
+620.3%
-398.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -2.5% | +6.0% | +3.5% |
| 30D | +12.5% | +29.5% | -17.0% | +11.4% |
| 3M | +9.6% | +40.2% | -30.6% | +8.1% |
| 6M | +25.3% | +32.7% | -7.4% | +23.7% |
| YTD | +40.3% | -32.8% | +73.1% | +41.4% |
| 1Y | +49.6% | -31.7% | +81.4% | +50.6% |
| 3Y | +110.8% | -24.7% | +135.5% | +106.0% |
| 5Y | +99.1% | -0.5% | +99.6% | +87.7% |
| All | +221.6% | +620.3% | -398.6% | +163.8% |
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