+4,046.5%
JBHT vs WYNN
+1,099.3%
+2,947.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.7% |
| 7D | +4.2% | +4.7% | -0.5% | +3.0% |
| 30D | -0.4% | +9.7% | -10.1% | -2.8% |
| 3M | -17.3% | -19.2% | +1.8% | -13.2% |
| 6M | -3.5% | -14.2% | +10.7% | -0.3% |
| YTD | +18.0% | -30.5% | +48.5% | +28.1% |
| 1Y | +35.5% | -33.0% | +68.5% | +48.3% |
| 3Y | +34.8% | +0.1% | +34.6% | +31.1% |
| 5Y | +19.7% | -8.4% | +28.2% | +13.9% |
| 10Y | +178.0% | +9.9% | +168.0% | +117.6% |
| All | +4,046.5% | +1,099.3% | +2,947.2% | +1,760.7% |
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