+208.3%
JNJ vs WST
+446.4%
-238.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +5.5% | +1.4% | +4.1% | +5.3% |
| 30D | +7.4% | +12.7% | -5.3% | +5.8% |
| 3M | +7.8% | +17.2% | -9.4% | +5.6% |
| 6M | +28.2% | +26.7% | +1.6% | +24.3% |
| YTD | +37.9% | +50.3% | -12.4% | +30.3% |
| 1Y | +52.4% | +50.2% | +2.2% | +44.0% |
| 3Y | +107.7% | +21.7% | +85.9% | +94.2% |
| 5Y | +96.5% | +2.0% | +94.5% | +87.9% |
| 10Y | +208.3% | +451.1% | -242.8% | +89.5% |
| All | +208.3% | +446.4% | -238.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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