+4,046.5%
JBHT vs WYNN
+1,133.4%
+2,913.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +0.5% | +3.6% | -3.2% | -0.4% |
| 30D | -0.1% | +13.9% | -14.0% | -3.4% |
| 3M | -14.0% | -18.3% | +4.3% | -9.9% |
| 6M | -5.1% | -13.6% | +8.6% | -2.1% |
| YTD | +18.0% | -28.5% | +46.6% | +27.2% |
| 1Y | +36.5% | -31.6% | +68.2% | +48.7% |
| 3Y | +34.8% | +3.0% | +31.8% | +30.2% |
| 5Y | +21.4% | -6.3% | +27.7% | +14.8% |
| 10Y | +178.0% | +13.0% | +164.9% | +116.1% |
| All | +4,046.5% | +1,133.4% | +2,913.1% | +1,748.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling