+80.2%
JNJ vs WING
-30.4%
+110.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | +4.3% | -6.0% | +10.4% | +4.2% |
| 3M | +16.5% | -23.5% | +40.0% | +16.0% |
| 6M | +13.1% | -52.0% | +65.1% | +11.3% |
| YTD | +32.1% | -53.8% | +85.9% | +29.9% |
| 1Y | +54.5% | -63.8% | +118.3% | +51.0% |
| All | +80.2% | -30.4% | +110.6% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling