+75.5%
JBHT vs WETO
-99.4%
+174.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +7.1% | -57.2% | +64.4% | +7.5% |
| 30D | +2.3% | -48.8% | +51.1% | +1.2% |
| 3M | -4.5% | -97.7% | +93.2% | -3.3% |
| 6M | +29.2% | -94.3% | +123.5% | +27.9% |
| YTD | +42.2% | -97.0% | +139.2% | +41.7% |
| 1Y | +93.7% | -98.9% | +192.6% | +93.6% |
| All | +75.5% | -99.4% | +174.8% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling