+922.5%
JNJ vs WTW
+1,102.0%
-179.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -5.7% | +2.2% | -2.2% |
| 30D | +2.3% | -7.3% | +9.6% | +4.0% |
| 3M | +12.0% | +21.5% | -9.5% | +7.0% |
| 6M | +10.5% | +9.6% | +0.8% | +7.6% |
| YTD | +30.4% | -3.3% | +33.7% | +30.0% |
| 1Y | +52.1% | -6.1% | +58.3% | +52.6% |
| 3Y | +77.8% | +61.8% | +16.0% | +56.1% |
| 5Y | +82.9% | +42.7% | +40.2% | +63.5% |
| 10Y | +194.8% | +197.2% | -2.4% | +118.9% |
| All | +922.5% | +1,102.0% | -179.5% | +490.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling