+3,767.1%
JBHT vs WCN
+7,983.1%
-4,216.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -1.4% | +5.5% | -6.9% | -2.7% |
| 30D | -3.1% | +24.2% | -27.3% | -8.5% |
| 3M | -19.5% | +17.0% | -36.5% | -22.9% |
| 6M | -9.6% | +22.3% | -31.9% | -14.5% |
| YTD | +13.3% | +10.2% | +3.1% | +9.9% |
| 1Y | +29.7% | +16.5% | +13.2% | +23.9% |
| 3Y | +28.3% | +47.1% | -18.8% | +14.6% |
| 5Y | +18.5% | +47.9% | -29.4% | +5.4% |
| 10Y | +198.1% | +316.7% | -118.6% | +108.8% |
| All | +3,767.1% | +7,983.1% | -4,216.0% | +1,753.1% |
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