+78.8%
JNJ vs WMB
+145.3%
-66.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -3.0% | 0.0% | -2.9% | -3.0% |
| 30D | +2.5% | +4.6% | -2.1% | +2.3% |
| 3M | +13.2% | +5.7% | +7.5% | +12.9% |
| 6M | +11.3% | +4.2% | +7.1% | +11.1% |
| YTD | +31.1% | +26.8% | +4.3% | +30.2% |
| 1Y | +54.3% | +34.7% | +19.7% | +52.8% |
| All | +78.8% | +145.3% | -66.5% | +55.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling