+28.1%
JBHT vs WSM
+245.0%
-217.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -2.3% | +6.0% | -8.3% | -4.1% |
| 3M | -18.5% | +3.2% | -21.7% | -19.5% |
| 6M | -11.3% | +37.1% | -48.4% | -19.9% |
| YTD | +12.6% | +44.2% | -31.6% | 0.0% |
| 1Y | +29.8% | +34.2% | -4.5% | +17.6% |
| 3Y | +28.1% | +249.3% | -221.2% | -7.0% |
| All | +28.1% | +245.0% | -217.0% | -7.0% |
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