+6,441.1%
JNJ vs WWD
+15,408.5%
-8,967.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | +7.4% | -7.2% | +14.5% | +8.3% |
| 3M | +21.2% | -3.8% | +25.1% | +21.5% |
| 6M | +13.4% | -9.9% | +23.3% | +14.3% |
| YTD | +35.1% | +14.8% | +20.3% | +32.0% |
| 1Y | +57.4% | +42.1% | +15.4% | +49.6% |
| 3Y | +86.8% | +170.8% | -84.0% | +61.6% |
| 5Y | +80.8% | +197.5% | -116.7% | +52.8% |
| 10Y | +202.7% | +477.8% | -275.1% | +127.1% |
| All | +6,441.1% | +15,408.5% | -8,967.4% | +3,739.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling