+280.7%
JNJ vs WING
+405.9%
-125.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | +2.7% | -3.9% | +6.5% | +2.8% |
| 30D | +7.4% | -11.6% | +19.0% | +7.8% |
| 3M | +21.2% | -24.2% | +45.4% | +22.4% |
| 6M | +13.4% | -54.1% | +67.5% | +16.7% |
| YTD | +35.1% | -53.9% | +89.0% | +38.6% |
| 1Y | +57.4% | -64.4% | +121.8% | +63.2% |
| 3Y | +86.8% | -30.2% | +117.0% | +81.6% |
| 5Y | +80.8% | -34.1% | +114.9% | +73.5% |
| 10Y | +202.7% | +342.1% | -139.4% | +142.2% |
| All | +280.7% | +405.9% | -125.1% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling