+193.4%
JNJ vs WMB
+304.7%
-111.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | -4.3% | -1.7% | -2.7% | -4.2% |
| 30D | +3.0% | +0.7% | +2.3% | +2.9% |
| 3M | +12.2% | +1.5% | +10.7% | +11.9% |
| 6M | +10.5% | +0.1% | +10.4% | +10.3% |
| YTD | +30.8% | +22.9% | +7.9% | +27.3% |
| 1Y | +54.9% | +27.9% | +27.1% | +49.8% |
| 3Y | +80.7% | +139.1% | -58.5% | +59.2% |
| 5Y | +83.4% | +270.9% | -187.5% | +51.1% |
| All | +193.4% | +304.7% | -111.3% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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