+187.8%
JBHT vs WST
+441.1%
-253.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.1% |
| 7D | -1.6% | -3.1% | +1.5% | -0.9% |
| 30D | -2.3% | +9.1% | -11.4% | -4.3% |
| 3M | -18.5% | +14.7% | -33.1% | -21.2% |
| 6M | -11.3% | +28.0% | -39.3% | -16.6% |
| YTD | +12.6% | +45.6% | -33.1% | +2.1% |
| 1Y | +29.8% | +45.7% | -15.9% | +17.6% |
| 3Y | +28.1% | +21.1% | +7.0% | +13.5% |
| 5Y | +17.7% | +0.3% | +17.4% | +7.2% |
| All | +187.8% | +441.1% | -253.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling