+180.0%
JBHT vs WU
-38.9%
+218.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.8% |
| 7D | +7.0% | -2.0% | +9.1% | +7.8% |
| 30D | +0.5% | +11.4% | -10.9% | -3.6% |
| 3M | -17.4% | -6.8% | -10.5% | -15.7% |
| 6M | -1.7% | -14.6% | +12.9% | +2.1% |
| YTD | +20.7% | -20.6% | +41.4% | +28.1% |
| 1Y | +41.1% | -15.4% | +56.4% | +45.8% |
| 3Y | +38.0% | -23.6% | +61.6% | +45.1% |
| 5Y | +22.5% | -43.4% | +65.8% | +41.4% |
| All | +180.0% | -38.9% | +218.9% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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