+8,422.4%
JNJ vs WSM
+34,771.0%
-26,348.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -3.0% | +2.6% | -5.6% | -3.1% |
| 30D | +2.5% | -9.3% | +11.8% | +3.2% |
| 3M | +13.2% | +7.1% | +6.2% | +12.6% |
| 6M | +11.3% | +21.7% | -10.4% | +9.6% |
| YTD | +31.1% | +28.7% | +2.4% | +28.5% |
| 1Y | +54.3% | +13.9% | +40.5% | +52.4% |
| 3Y | +81.1% | +232.2% | -151.0% | +62.7% |
| 5Y | +82.7% | +176.4% | -93.7% | +63.9% |
| 10Y | +196.5% | +1,072.4% | -875.9% | +131.0% |
| All | +8,422.4% | +34,771.0% | -26,348.6% | +4,518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling