+192.5%
JNJ vs WPM
+558.4%
-365.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -3.5% | -0.6% | -3.0% | -3.5% |
| 30D | +2.3% | +14.4% | -12.1% | +1.7% |
| 3M | +12.0% | +37.0% | -25.0% | +10.3% |
| 6M | +10.5% | +4.1% | +6.3% | +10.0% |
| YTD | +30.4% | +31.7% | -1.3% | +28.2% |
| 1Y | +52.1% | +44.2% | +8.0% | +48.7% |
| 3Y | +77.8% | +265.5% | -187.7% | +65.7% |
| 5Y | +82.9% | +262.5% | -179.6% | +69.6% |
| All | +192.5% | +558.4% | -365.9% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling