+50.6%
JBHT vs WSM
+233.0%
-182.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.2% |
| 7D | +4.9% | -3.3% | +8.1% | +5.9% |
| 30D | +0.6% | -8.4% | +9.0% | +3.1% |
| 3M | -3.2% | +9.7% | -12.9% | -6.3% |
| 6M | +17.0% | +16.7% | +0.3% | +10.9% |
| YTD | +41.7% | +28.7% | +13.0% | +30.4% |
| 1Y | +90.0% | +13.7% | +76.3% | +80.7% |
| All | +50.6% | +233.0% | -182.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling