+8,714.1%
JNJ vs WM
+28,547.2%
-19,833.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +6.9% | +13.1% | -6.2% | +4.9% |
| 3M | +8.0% | +3.6% | +4.4% | +7.4% |
| 6M | +24.3% | +8.1% | +16.2% | +22.8% |
| YTD | +35.6% | +8.9% | +26.7% | +33.7% |
| 1Y | +51.1% | +20.3% | +30.7% | +46.7% |
| 3Y | +98.3% | +46.2% | +52.1% | +86.6% |
| 5Y | +94.3% | +59.9% | +34.4% | +80.1% |
| 10Y | +214.9% | +345.6% | -130.6% | +155.4% |
| All | +8,714.1% | +28,547.2% | -19,833.2% | +5,347.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling