+185.2%
JBHT vs WTW
+221.1%
-35.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +0.4% | +0.5% | 0.0% | +0.2% |
| 30D | -2.0% | +10.4% | -12.3% | -5.6% |
| 3M | -16.3% | -4.8% | -11.4% | -15.0% |
| 6M | -8.2% | +28.5% | -36.7% | -17.4% |
| YTD | +16.3% | +0.5% | +15.8% | +14.1% |
| 1Y | +32.2% | +1.6% | +30.6% | +29.0% |
| 3Y | +34.4% | +42.5% | -8.2% | +11.1% |
| 5Y | +20.3% | +49.8% | -29.5% | -4.1% |
| 10Y | +185.2% | +218.4% | -33.2% | +68.9% |
| All | +185.2% | +221.1% | -35.8% | +68.9% |
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