+4,734.5%
JBHT vs WCN
+6,839.3%
-2,104.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +0.6% | +0.4% | +0.1% | +0.4% |
| 3M | -3.2% | +7.3% | -10.5% | -5.1% |
| 6M | +17.0% | -2.5% | +19.5% | +17.3% |
| YTD | +41.7% | -5.4% | +47.0% | +43.1% |
| 1Y | +90.0% | -8.5% | +98.4% | +93.3% |
| 3Y | +47.0% | +20.8% | +26.2% | +38.3% |
| 5Y | +58.3% | +30.0% | +28.3% | +45.7% |
| 10Y | +273.9% | +238.4% | +35.5% | +176.0% |
| All | +4,734.5% | +6,839.3% | -2,104.8% | +2,312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling