+289.4%
WAB vs JBHT
+272.5%
+16.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.5% |
| 7D | -3.2% | +4.9% | -8.1% | -5.3% |
| 30D | -4.4% | +0.6% | -5.0% | -5.0% |
| 3M | +7.9% | -3.2% | +11.1% | +8.6% |
| 6M | +8.7% | +17.0% | -8.2% | -0.2% |
| YTD | +33.0% | +41.7% | -8.7% | +11.4% |
| 1Y | +46.7% | +90.0% | -43.3% | +5.1% |
| 3Y | +153.0% | +47.0% | +106.0% | +98.5% |
| 5Y | +222.3% | +58.3% | +164.0% | +133.8% |
| All | +289.4% | +272.5% | +16.8% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling