+8,847.8%
JNJ vs WMB
+5,176.1%
+3,671.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +8.5% | -4.0% | +12.5% | +8.7% |
| 6M | +28.0% | -5.7% | +33.7% | +28.3% |
| YTD | +37.7% | +17.2% | +20.5% | +35.5% |
| 1Y | +47.9% | +17.2% | +30.7% | +45.6% |
| 3Y | +107.4% | +121.1% | -13.7% | +92.8% |
| 5Y | +97.7% | +197.2% | -99.4% | +78.7% |
| 10Y | +210.7% | +280.9% | -70.3% | +169.3% |
| All | +8,847.8% | +5,176.1% | +3,671.7% | +4,669.7% |
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