+17,845.4%
WDC vs JNJ
+8,850.6%
+8,994.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.3% |
| 7D | +1.7% | +2.7% | -0.9% | +0.6% |
| 30D | -10.0% | +7.4% | -17.3% | -12.7% |
| 3M | -18.8% | +21.2% | -40.0% | -26.1% |
| 6M | +79.0% | +13.4% | +65.6% | +66.9% |
| YTD | +171.6% | +35.1% | +136.4% | +135.6% |
| 1Y | +417.4% | +57.4% | +359.9% | +320.2% |
| 3Y | +1,251.8% | +86.8% | +1,165.0% | +895.4% |
| 5Y | +911.7% | +80.8% | +830.9% | +646.2% |
| 10Y | +1,399.6% | +202.7% | +1,196.9% | +779.0% |
| All | +17,845.4% | +8,850.6% | +8,994.7% | +2,223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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