+47.9%
JNJ vs WST
+49.4%
-1.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | +6.3% | +12.4% | -6.1% | +5.6% |
| 3M | +8.5% | +17.6% | -9.1% | +7.4% |
| 6M | +28.0% | +28.3% | -0.3% | +25.9% |
| YTD | +37.7% | +50.5% | -12.8% | +33.5% |
| 1Y | +47.9% | +49.4% | -1.5% | +43.3% |
| All | +47.9% | +49.4% | -1.5% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling