+91.5%
JBHT vs WYNN
-25.4%
+116.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +3.2% |
| 3M | -6.6% | -15.8% | +9.2% | -3.1% |
| 6M | +23.6% | -10.7% | +34.3% | +26.3% |
| YTD | +38.6% | -24.5% | +63.0% | +43.8% |
| 1Y | +91.5% | -25.0% | +116.5% | +101.2% |
| All | +91.5% | -25.4% | +116.9% | +101.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling