+95.4%
JNJ vs WMB
+198.7%
-103.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | +1.5% | +1.6% | -0.1% | +1.3% |
| 30D | +6.3% | -7.1% | +13.4% | +6.8% |
| 3M | +8.5% | -4.0% | +12.5% | +8.6% |
| 6M | +28.0% | -5.7% | +33.7% | +28.3% |
| YTD | +37.7% | +17.2% | +20.5% | +35.3% |
| 1Y | +47.9% | +17.2% | +30.7% | +45.4% |
| 3Y | +107.4% | +121.1% | -13.7% | +84.1% |
| All | +95.4% | +198.7% | -103.3% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling