+38.0%
JBHT vs WCN
+52.1%
-14.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +7.0% | +2.6% | +4.4% | +6.4% |
| 30D | +0.5% | +23.9% | -23.4% | -4.4% |
| 3M | -17.4% | +17.4% | -34.8% | -20.5% |
| 6M | -1.7% | +28.0% | -29.7% | -7.2% |
| YTD | +20.7% | +11.6% | +9.2% | +17.3% |
| 1Y | +41.1% | +16.9% | +24.2% | +35.7% |
| 3Y | +38.0% | +51.6% | -13.6% | +14.8% |
| All | +38.0% | +52.1% | -14.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 3y: compounded portfolio wealth divided by compounded WCN 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…
3y analysis · Full analysis span regression · 6 months rolling