+8,945.0%
JBHT vs WSM
+39,655.9%
-30,710.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.7% | -2.7% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -3.1% | +7.1% | -10.1% | -4.4% |
| 3M | -19.5% | +4.5% | -24.0% | -20.3% |
| 6M | -9.6% | +44.4% | -53.9% | -16.2% |
| YTD | +13.3% | +46.8% | -33.5% | +4.7% |
| 1Y | +29.7% | +31.7% | -2.1% | +22.3% |
| 3Y | +28.3% | +250.6% | -222.3% | -1.8% |
| 5Y | +18.5% | +174.1% | -155.6% | -7.5% |
| 10Y | +198.1% | +1,265.2% | -1,067.1% | +63.5% |
| All | +8,945.0% | +39,655.9% | -30,710.9% | +3,093.5% |
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 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