+193.4%
JNJ vs WWD
+490.2%
-296.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -4.3% | -2.9% | -1.5% | -4.0% |
| 30D | +3.0% | -6.6% | +9.6% | +3.8% |
| 3M | +12.2% | -9.3% | +21.5% | +13.3% |
| 6M | +10.5% | -13.6% | +24.1% | +11.9% |
| YTD | +30.8% | +10.4% | +20.4% | +28.2% |
| 1Y | +54.9% | +39.9% | +15.1% | +46.9% |
| 3Y | +80.7% | +165.0% | -84.4% | +53.4% |
| 5Y | +83.4% | +183.8% | -100.4% | +51.9% |
| All | +193.4% | +490.2% | -296.9% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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