+53.2%
JBHT vs WYNN
+0.1%
+53.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.1% |
| 7D | +7.1% | +1.8% | +5.3% | +6.6% |
| 30D | +2.3% | -9.8% | +12.2% | +5.6% |
| 3M | -4.5% | -11.8% | +7.3% | -1.0% |
| 6M | +29.2% | -8.8% | +38.0% | +32.3% |
| YTD | +42.2% | -22.8% | +65.0% | +53.0% |
| 1Y | +93.7% | -24.1% | +117.9% | +107.5% |
| 3Y | +53.2% | +0.4% | +52.8% | +41.5% |
| All | +53.2% | +0.1% | +53.1% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling