+22.5%
JBHT vs WCN
+48.0%
-25.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +0.9% | +2.6% | -1.7% | +0.1% |
| 30D | -1.1% | +25.3% | -26.4% | -8.8% |
| 3M | -14.8% | +15.2% | -30.0% | -19.1% |
| 6M | -7.4% | +26.4% | -33.9% | -15.1% |
| YTD | +17.3% | +9.9% | +7.4% | +12.9% |
| 1Y | +35.3% | +16.2% | +19.2% | +27.5% |
| 3Y | +33.9% | +49.4% | -15.5% | +8.0% |
| 5Y | +22.5% | +46.2% | -23.6% | -2.2% |
| All | +22.5% | +48.0% | -25.5% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling