+62.4%
JBHT vs WYNN
-10.1%
+72.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +7.1% | +1.8% | +5.3% | +6.7% |
| 30D | +2.3% | -9.8% | +12.2% | +4.9% |
| 3M | -4.5% | -11.8% | +7.3% | -1.7% |
| 6M | +29.2% | -8.8% | +38.0% | +31.7% |
| YTD | +42.2% | -22.8% | +65.0% | +50.7% |
| 1Y | +93.7% | -24.1% | +117.9% | +104.8% |
| 3Y | +53.2% | +0.4% | +52.8% | +47.7% |
| 5Y | +62.4% | -8.7% | +71.1% | +46.8% |
| All | +62.4% | -10.1% | +72.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling