+21.4%
JBHT vs WSM
+184.0%
-162.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.5% | -3.0% | +3.4% | +1.4% |
| 30D | -0.1% | +10.1% | -10.1% | -3.0% |
| 3M | -14.0% | +4.9% | -18.9% | -15.5% |
| 6M | -5.1% | +49.8% | -54.9% | -16.7% |
| YTD | +18.0% | +48.7% | -30.7% | +3.7% |
| 1Y | +36.5% | +38.7% | -2.2% | +22.4% |
| 3Y | +34.8% | +269.5% | -234.8% | -12.9% |
| 5Y | +21.4% | +179.0% | -157.6% | -22.5% |
| All | +21.4% | +184.0% | -162.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling