+22.4%
JBHT vs WCN
+48.0%
-25.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +7.0% | +2.6% | +4.4% | +6.1% |
| 30D | +0.5% | +23.9% | -23.4% | -6.9% |
| 3M | -17.4% | +17.4% | -34.8% | -22.0% |
| 6M | -1.7% | +28.0% | -29.7% | -10.2% |
| YTD | +20.7% | +11.6% | +9.2% | +15.6% |
| 1Y | +41.1% | +16.9% | +24.2% | +32.7% |
| 3Y | +38.0% | +51.6% | -13.6% | +10.7% |
| All | +22.4% | +48.0% | -25.6% | -2.7% |
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