+71.0%
JBHT vs WETO
-99.4%
+170.4%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -2.5% |
| 7D | +2.9% | -38.7% | +41.6% | +3.1% |
| 30D | +0.6% | -51.3% | +51.9% | -0.4% |
| 3M | -6.6% | -97.8% | +91.2% | -5.4% |
| 6M | +23.6% | -94.8% | +118.3% | +22.4% |
| YTD | +38.6% | -97.2% | +135.8% | +38.1% |
| 1Y | +91.5% | -98.9% | +190.4% | +91.4% |
| All | +71.0% | -99.4% | +170.4% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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