+287.9%
JNJ vs WING
+672.3%
-384.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | -0.1% |
| 7D | +1.5% | -0.5% | +2.0% | +1.5% |
| 30D | +6.3% | +32.3% | -26.0% | +5.1% |
| 3M | +8.5% | +50.2% | -41.7% | +6.5% |
| 6M | +28.0% | +31.7% | -3.7% | +26.1% |
| YTD | +37.7% | -29.6% | +67.3% | +38.6% |
| 1Y | +47.9% | -29.7% | +77.6% | +48.9% |
| 3Y | +107.4% | -19.8% | +127.2% | +102.2% |
| 5Y | +97.7% | +3.1% | +94.7% | +86.1% |
| 10Y | +210.7% | +682.9% | -472.2% | +141.0% |
| All | +287.9% | +672.3% | -384.4% | +196.3% |
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 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