+637.3%
JNJ vs WU
-21.6%
+658.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.7% |
| 7D | -0.8% | -0.8% | +0.1% | -0.6% |
| 30D | +4.3% | -1.1% | +5.5% | +4.5% |
| 3M | +16.5% | -1.8% | +18.3% | +16.1% |
| 6M | +13.1% | -23.9% | +37.1% | +18.4% |
| YTD | +32.1% | -20.4% | +52.5% | +36.7% |
| 1Y | +54.5% | -10.6% | +65.1% | +55.3% |
| 3Y | +82.5% | -27.7% | +110.3% | +89.5% |
| 5Y | +80.0% | -51.1% | +131.1% | +100.4% |
| 10Y | +195.7% | -40.7% | +236.4% | +207.2% |
| All | +637.3% | -21.6% | +658.9% | +560.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling