+8,945.0%
JBHT vs WST
+14,250.0%
-5,305.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | -2.4% |
| 7D | -1.4% | -5.8% | +4.4% | +0.3% |
| 30D | -3.1% | +5.3% | -8.4% | -4.6% |
| 3M | -19.5% | +11.8% | -31.4% | -22.2% |
| 6M | -9.6% | +26.7% | -36.3% | -15.9% |
| YTD | +13.3% | +43.0% | -29.7% | +1.2% |
| 1Y | +29.7% | +38.9% | -9.2% | +16.6% |
| 3Y | +28.3% | +18.2% | +10.1% | +11.8% |
| 5Y | +18.5% | -1.5% | +20.0% | +6.1% |
| 10Y | +198.1% | +439.0% | -240.9% | +46.8% |
| All | +8,945.0% | +14,250.0% | -5,305.0% | +1,882.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling