+635.6%
GWW vs JBHT
+184.1%
+451.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.5% | -0.6% |
| 7D | +5.3% | +0.4% | +4.8% | +5.1% |
| 30D | +12.4% | -2.0% | +14.4% | +13.2% |
| 3M | +13.7% | -16.3% | +30.0% | +21.1% |
| 6M | +18.0% | -8.2% | +26.3% | +19.9% |
| YTD | +44.6% | +16.3% | +28.3% | +32.0% |
| 1Y | +53.1% | +32.2% | +20.9% | +32.2% |
| 3Y | +90.2% | +34.4% | +55.8% | +56.4% |
| 5Y | +215.0% | +20.3% | +194.7% | +164.0% |
| All | +635.6% | +184.1% | +451.5% | +275.5% |
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