+6,767.8%
JBHT vs WWD
+15,408.5%
-8,640.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.5% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | +0.6% | -7.2% | +7.7% | +2.9% |
| 3M | -3.2% | -3.8% | +0.6% | -2.7% |
| 6M | +17.0% | -9.9% | +26.9% | +19.5% |
| YTD | +41.7% | +14.8% | +26.8% | +33.7% |
| 1Y | +90.0% | +42.1% | +47.9% | +66.5% |
| 3Y | +47.0% | +170.8% | -123.8% | +2.9% |
| 5Y | +58.3% | +197.5% | -139.2% | +5.6% |
| 10Y | +273.9% | +477.8% | -203.9% | +88.9% |
| All | +6,767.8% | +15,408.5% | -8,640.7% | +1,509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling