+192.4%
JBHT vs WING
+676.5%
-484.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.5% |
| 7D | +1.7% | +21.0% | -19.3% | -1.4% |
| 30D | -1.2% | +56.9% | -58.1% | -8.4% |
| 3M | -17.1% | +38.4% | -55.5% | -22.1% |
| 6M | -4.4% | +12.0% | -16.4% | -7.6% |
| YTD | +17.5% | -29.2% | +46.7% | +21.2% |
| 1Y | +32.6% | -28.8% | +61.4% | +36.3% |
| 3Y | +33.0% | -17.8% | +50.8% | +26.9% |
| 5Y | +20.3% | +8.5% | +11.9% | +4.0% |
| 10Y | +209.1% | +705.3% | -496.2% | +83.3% |
| All | +192.4% | +676.5% | -484.1% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling