+4,876.0%
JBHT vs WYNN
+1,222.3%
+3,653.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | -3.9% | +8.8% | +5.9% |
| 30D | +0.6% | -9.3% | +9.9% | +2.9% |
| 3M | -3.2% | -11.4% | +8.2% | -0.6% |
| 6M | +17.0% | -11.0% | +27.9% | +19.8% |
| YTD | +41.7% | -23.4% | +65.0% | +50.4% |
| 1Y | +90.0% | -24.8% | +114.8% | +101.2% |
| 3Y | +47.0% | -7.1% | +54.1% | +45.5% |
| 5Y | +58.3% | -5.4% | +63.7% | +48.7% |
| 10Y | +273.9% | +11.5% | +262.4% | +191.6% |
| All | +4,876.0% | +1,222.3% | +3,653.7% | +2,084.8% |
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 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