+80.0%
JNJ vs WMB
+282.7%
-202.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.4% |
| 7D | -0.8% | +0.8% | -1.6% | -0.8% |
| 30D | +4.3% | +7.7% | -3.4% | +3.6% |
| 3M | +16.5% | +6.7% | +9.8% | +15.8% |
| 6M | +13.1% | +3.6% | +9.5% | +12.7% |
| YTD | +32.1% | +28.0% | +4.1% | +29.4% |
| 1Y | +54.5% | +37.6% | +16.9% | +50.2% |
| 3Y | +82.5% | +149.0% | -66.5% | +62.1% |
| 5Y | +80.0% | +285.3% | -205.3% | +52.9% |
| All | +80.0% | +282.7% | -202.7% | +52.9% |
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