+196.5%
JNJ vs WST
+325.7%
-129.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -3.0% | -1.7% | -1.3% | -2.7% |
| 30D | +2.5% | -4.3% | +6.8% | +3.1% |
| 3M | +13.2% | +0.7% | +12.5% | +13.0% |
| 6M | +11.3% | +36.0% | -24.7% | +6.6% |
| YTD | +31.1% | +22.7% | +8.4% | +27.2% |
| 1Y | +54.3% | +34.1% | +20.2% | +47.6% |
| 3Y | +81.1% | -13.6% | +94.7% | +78.5% |
| 5Y | +82.7% | -26.0% | +108.7% | +84.8% |
| 10Y | +196.5% | +335.8% | -139.3% | +89.3% |
| All | +196.5% | +325.7% | -129.2% | +89.3% |
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