+192.5%
JNJ vs WU
-39.1%
+231.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.5% | -3.5% | 0.0% | -2.9% |
| 30D | +2.3% | -2.9% | +5.3% | +2.8% |
| 3M | +12.0% | -2.3% | +14.2% | +11.7% |
| 6M | +10.5% | -25.4% | +35.8% | +15.7% |
| YTD | +30.4% | -21.2% | +51.6% | +34.8% |
| 1Y | +52.1% | -8.9% | +61.0% | +52.0% |
| 3Y | +77.8% | -29.0% | +106.8% | +85.0% |
| 5Y | +82.9% | -50.7% | +133.6% | +105.4% |
| All | +192.5% | -39.1% | +231.6% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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