+265.8%
JBHT vs WYNN
+4.1%
+261.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.1% |
| 7D | +2.9% | -1.4% | +4.3% | +3.2% |
| 30D | +0.6% | -11.8% | +12.4% | +3.3% |
| 3M | -6.6% | -15.8% | +9.2% | -3.3% |
| 6M | +23.6% | -10.7% | +34.3% | +26.2% |
| YTD | +38.6% | -24.5% | +63.0% | +46.5% |
| 1Y | +91.5% | -25.0% | +116.5% | +101.6% |
| 3Y | +49.3% | -1.8% | +51.1% | +46.2% |
| 5Y | +62.3% | -10.0% | +72.3% | +55.4% |
| All | +265.8% | +4.1% | +261.8% | +228.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling