+184.7%
JBHT vs WSM
+1,313.8%
-1,129.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +2.3% |
| 7D | +0.2% | +0.9% | -0.6% | 0.0% |
| 30D | -2.2% | +8.6% | -10.7% | -4.3% |
| 3M | -16.5% | +4.2% | -20.7% | -17.6% |
| 6M | -8.4% | +44.6% | -53.1% | -17.5% |
| YTD | +16.1% | +48.5% | -32.4% | +3.8% |
| 1Y | +31.9% | +34.7% | -2.7% | +21.0% |
| 3Y | +34.1% | +271.0% | -236.9% | -7.8% |
| 5Y | +20.1% | +180.9% | -160.8% | -15.2% |
| 10Y | +184.7% | +1,235.4% | -1,050.7% | +30.4% |
| All | +184.7% | +1,313.8% | -1,129.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling