+695.8%
GWW vs JBHT
+192.4%
+503.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | +6.0% | -1.6% | +7.6% | +6.7% |
| 30D | +14.0% | -2.3% | +16.3% | +15.0% |
| 3M | +12.5% | -18.5% | +31.0% | +21.2% |
| 6M | +23.6% | -11.3% | +34.9% | +27.3% |
| YTD | +43.6% | +12.6% | +31.1% | +32.9% |
| 1Y | +52.5% | +29.8% | +22.7% | +32.6% |
| 3Y | +92.6% | +28.1% | +64.5% | +61.6% |
| 5Y | +219.0% | +17.7% | +201.3% | +169.4% |
| All | +695.8% | +192.4% | +503.4% | +275.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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