+265.9%
JBHT vs WYNN
+2.0%
+263.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.4% |
| 7D | +0.6% | -3.4% | +4.0% | +1.3% |
| 30D | +0.9% | -15.4% | +16.3% | +4.5% |
| 3M | -4.4% | -15.8% | +11.4% | -1.1% |
| 6M | +24.5% | -13.5% | +38.0% | +28.0% |
| YTD | +38.6% | -26.0% | +64.6% | +47.2% |
| 1Y | +97.2% | -27.4% | +124.6% | +109.1% |
| 3Y | +49.3% | -3.7% | +53.0% | +46.8% |
| 5Y | +61.4% | -9.8% | +71.1% | +54.5% |
| All | +265.9% | +2.0% | +263.9% | +229.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WYNN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling