+273.3%
JBHT vs WCC
+471.3%
-198.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.9% | -1.1% | +1.7% |
| 7D | +4.9% | +4.5% | +0.4% | +3.5% |
| 30D | +0.6% | -5.8% | +6.4% | +2.3% |
| 3M | -3.2% | -3.7% | +0.5% | -3.0% |
| 6M | +17.0% | +23.1% | -6.1% | +8.1% |
| YTD | +41.7% | +44.2% | -2.5% | +24.5% |
| 1Y | +90.0% | +62.1% | +27.9% | +60.3% |
| 3Y | +47.0% | +121.1% | -74.1% | +8.2% |
| 5Y | +58.3% | +214.0% | -155.6% | -0.4% |
| All | +273.3% | +471.3% | -198.1% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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