+8,682.5%
JNJ vs WMB
+5,535.5%
+3,147.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.6% |
| 30D | +7.4% | +3.3% | +4.1% | +7.1% |
| 3M | +21.2% | +3.1% | +18.1% | +20.8% |
| 6M | +13.4% | -0.7% | +14.1% | +13.3% |
| YTD | +35.1% | +25.2% | +10.0% | +32.5% |
| 1Y | +57.4% | +32.9% | +24.6% | +53.5% |
| 3Y | +86.8% | +140.6% | -53.8% | +72.6% |
| 5Y | +80.8% | +273.5% | -192.7% | +60.5% |
| 10Y | +202.7% | +334.2% | -131.5% | +159.9% |
| All | +8,682.5% | +5,535.5% | +3,147.0% | +4,562.6% |
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