+9,018.1%
JNJ vs WMB
+5,189.1%
+3,829.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.5% | +7.8% | -4.4% | +2.8% |
| 30D | +12.5% | -5.1% | +17.6% | +12.9% |
| 3M | +9.6% | -4.7% | +14.3% | +9.8% |
| 6M | +25.3% | -7.4% | +32.7% | +25.9% |
| YTD | +40.3% | +17.5% | +22.8% | +38.1% |
| 1Y | +49.6% | +19.5% | +30.2% | +47.0% |
| 3Y | +110.8% | +121.3% | -10.5% | +95.9% |
| 5Y | +99.1% | +200.5% | -101.4% | +79.8% |
| 10Y | +216.6% | +281.9% | -65.3% | +174.3% |
| All | +9,018.1% | +5,189.1% | +3,829.1% | +4,759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling