+274.7%
JBHT vs WTW
+192.5%
+82.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.4% |
| 7D | +7.1% | -2.7% | +9.9% | +8.2% |
| 30D | +2.3% | -5.6% | +8.0% | +4.3% |
| 3M | -4.5% | +26.5% | -31.0% | -13.3% |
| 6M | +29.2% | +8.1% | +21.1% | +23.7% |
| YTD | +42.2% | -0.3% | +42.5% | +40.0% |
| 1Y | +93.7% | -0.9% | +94.6% | +90.2% |
| 3Y | +53.2% | +66.6% | -13.4% | +17.7% |
| 5Y | +62.4% | +54.0% | +8.4% | +27.6% |
| 10Y | +274.7% | +198.1% | +76.5% | +121.7% |
| All | +274.7% | +192.5% | +82.2% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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