+195.7%
JNJ vs WM
+305.2%
-109.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | +4.3% | -4.3% | +8.7% | +6.3% |
| 3M | +16.5% | +0.8% | +15.7% | +16.1% |
| 6M | +13.1% | -10.8% | +23.9% | +18.3% |
| YTD | +32.1% | -0.1% | +32.2% | +31.5% |
| 1Y | +54.5% | +1.0% | +53.5% | +52.9% |
| 3Y | +82.5% | +45.1% | +37.4% | +50.6% |
| 5Y | +80.0% | +52.1% | +27.9% | +42.8% |
| 10Y | +195.7% | +302.9% | -107.3% | +51.5% |
| All | +195.7% | +305.2% | -109.6% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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