+178.0%
JBHT vs WWD
+468.3%
-290.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +0.5% | +3.7% | -3.3% | -0.8% |
| 30D | -0.1% | +1.8% | -1.9% | -1.0% |
| 3M | -14.0% | -5.0% | -9.1% | -12.9% |
| 6M | -5.1% | -8.4% | +3.3% | -3.6% |
| YTD | +18.0% | +12.3% | +5.8% | +11.0% |
| 1Y | +36.5% | +26.2% | +10.3% | +22.8% |
| 3Y | +34.8% | +154.6% | -119.8% | -8.1% |
| 5Y | +21.4% | +195.3% | -173.8% | -23.3% |
| 10Y | +178.0% | +466.3% | -288.3% | +34.3% |
| All | +178.0% | +468.3% | -290.4% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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