+80.0%
JNJ vs WST
-25.8%
+105.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +4.3% | -4.6% | +8.9% | +4.6% |
| 3M | +16.5% | +5.7% | +10.8% | +16.1% |
| 6M | +13.1% | +37.6% | -24.4% | +11.1% |
| YTD | +32.1% | +23.0% | +9.1% | +30.4% |
| 1Y | +54.5% | +33.8% | +20.7% | +51.6% |
| 3Y | +82.5% | -13.4% | +95.9% | +80.9% |
| 5Y | +80.0% | -27.0% | +107.0% | +81.0% |
| All | +80.0% | -25.8% | +105.8% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling