+280.0%
WAB vs JBHT
+192.4%
+87.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +1.4% | -1.6% | +3.0% | +2.2% |
| 30D | +0.4% | -2.3% | +2.7% | +1.3% |
| 3M | -3.8% | -18.5% | +14.6% | +4.1% |
| 6M | +5.1% | -11.3% | +16.3% | +8.5% |
| YTD | +33.3% | +12.6% | +20.8% | +22.6% |
| 1Y | +39.8% | +29.8% | +10.1% | +20.3% |
| 3Y | +161.1% | +28.1% | +133.0% | +114.4% |
| 5Y | +209.5% | +17.7% | +191.8% | +157.1% |
| All | +280.0% | +192.4% | +87.6% | +75.4% |
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