+669.9%
GWW vs JBHT
+182.5%
+487.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.8% |
| 7D | +3.6% | +7.0% | -3.5% | +0.7% |
| 30D | +12.1% | +0.5% | +11.6% | +11.7% |
| 3M | +12.9% | -17.4% | +30.3% | +21.0% |
| 6M | +19.3% | -1.7% | +21.0% | +17.8% |
| YTD | +48.7% | +20.7% | +28.0% | +33.7% |
| 1Y | +60.5% | +41.1% | +19.4% | +34.8% |
| 3Y | +93.3% | +38.0% | +55.3% | +57.2% |
| 5Y | +219.0% | +22.5% | +196.5% | +166.0% |
| All | +669.9% | +182.5% | +487.4% | +283.3% |
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