+11,207.6%
JBHT vs WSM
+34,755.7%
-23,548.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +4.9% | -3.3% | +8.1% | +5.6% |
| 30D | +0.6% | -8.4% | +9.0% | +2.2% |
| 3M | -3.2% | +9.7% | -12.9% | -5.1% |
| 6M | +17.0% | +16.7% | +0.3% | +13.1% |
| YTD | +41.7% | +28.7% | +13.0% | +34.3% |
| 1Y | +90.0% | +13.7% | +76.3% | +84.2% |
| 3Y | +47.0% | +230.1% | -183.1% | +13.8% |
| 5Y | +58.3% | +179.0% | -120.6% | +23.4% |
| 10Y | +273.9% | +1,002.5% | -728.6% | +113.5% |
| All | +11,207.6% | +34,755.7% | -23,548.1% | +3,999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling