+207.8%
JNJ vs WM
+337.2%
-129.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +4.3% | -0.5% | +4.7% | +4.5% |
| 30D | +7.9% | +13.3% | -5.4% | +2.3% |
| 3M | +9.4% | +4.4% | +5.0% | +7.2% |
| 6M | +28.8% | +10.8% | +18.0% | +23.1% |
| YTD | +38.5% | +9.1% | +29.4% | +32.7% |
| 1Y | +54.6% | +19.1% | +35.5% | +42.6% |
| 3Y | +108.4% | +45.7% | +62.7% | +72.3% |
| 5Y | +99.6% | +60.4% | +39.2% | +55.2% |
| 10Y | +207.8% | +328.7% | -121.0% | +59.9% |
| All | +207.8% | +337.2% | -129.4% | +59.9% |
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