+84.2%
JNJ vs WSM
+175.3%
-91.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.5% |
| 30D | +2.3% | -7.7% | +10.0% | +2.4% |
| 3M | +12.0% | +3.8% | +8.2% | +11.9% |
| 6M | +10.5% | +22.7% | -12.2% | +10.1% |
| YTD | +30.4% | +28.0% | +2.4% | +29.8% |
| 1Y | +52.1% | +12.7% | +39.4% | +51.7% |
| 3Y | +77.8% | +231.3% | -153.5% | +69.5% |
| All | +84.2% | +175.3% | -91.1% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling