+5,393.6%
JBHT vs WWD
+13,645.2%
-8,251.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.0% | +2.4% | -1.7% |
| 7D | -1.4% | -2.6% | +1.2% | -0.7% |
| 30D | -3.1% | -7.7% | +4.7% | -0.9% |
| 3M | -19.5% | -17.7% | -1.8% | -14.8% |
| 6M | -9.6% | -15.9% | +6.3% | -5.6% |
| YTD | +13.3% | +1.8% | +11.5% | +10.7% |
| 1Y | +29.7% | +17.4% | +12.3% | +20.6% |
| 3Y | +28.3% | +137.1% | -108.8% | -6.7% |
| 5Y | +18.5% | +162.4% | -143.9% | -18.0% |
| 10Y | +198.1% | +452.5% | -254.4% | +52.4% |
| All | +5,393.6% | +13,645.2% | -8,251.6% | +1,232.6% |
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