+686.8%
JNJ vs WPM
+5,967.5%
-5,280.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.6% |
| 30D | +7.4% | +26.4% | -19.0% | +6.2% |
| 3M | +21.2% | +20.8% | +0.4% | +20.0% |
| 6M | +13.4% | +1.1% | +12.3% | +13.0% |
| YTD | +35.1% | +32.5% | +2.7% | +32.8% |
| 1Y | +57.4% | +51.5% | +5.9% | +53.6% |
| 3Y | +86.8% | +267.0% | -180.3% | +74.2% |
| 5Y | +80.8% | +250.1% | -169.3% | +68.2% |
| 10Y | +202.7% | +540.4% | -337.6% | +171.3% |
| All | +686.8% | +5,967.5% | -5,280.7% | +493.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling