+87.3%
JNJ vs WST
-15.4%
+102.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +2.7% | +0.7% | +1.9% | +2.7% |
| 30D | +7.4% | -3.1% | +10.5% | +7.5% |
| 3M | +21.2% | +7.2% | +14.0% | +20.9% |
| 6M | +13.4% | +36.8% | -23.4% | +12.0% |
| YTD | +35.1% | +23.8% | +11.3% | +33.8% |
| 1Y | +57.4% | +37.8% | +19.7% | +55.3% |
| All | +87.3% | -15.4% | +102.7% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling