+18.5%
JBHT vs WING
+7.0%
+11.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.4% | -3.4% |
| 7D | -1.4% | +14.0% | -15.4% | -3.3% |
| 30D | -3.1% | +47.7% | -50.8% | -8.8% |
| 3M | -19.5% | +34.2% | -53.7% | -23.7% |
| 6M | -9.6% | +13.6% | -23.1% | -12.4% |
| YTD | +13.3% | -30.0% | +43.4% | +17.5% |
| 1Y | +29.7% | -33.9% | +63.6% | +35.5% |
| 3Y | +28.3% | -18.7% | +47.0% | +20.3% |
| 5Y | +18.5% | +5.5% | +12.9% | -7.2% |
| All | +18.5% | +7.0% | +11.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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