-9.6%
JBHT vs WSM
+46.9%
-56.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.7% | -2.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | -3.1% | +7.1% | -10.1% | -4.4% |
| 3M | -19.5% | +4.5% | -24.0% | -20.9% |
| 6M | -9.6% | +44.4% | -53.9% | -15.0% |
| All | -9.6% | +46.9% | -56.5% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling