+162.3%
WAB vs JBHT
+47.5%
+114.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -3.2% | +4.9% | -8.1% | -4.5% |
| 30D | -4.4% | +0.6% | -5.0% | -4.7% |
| 3M | +7.9% | -3.2% | +11.1% | +8.4% |
| 6M | +8.7% | +17.0% | -8.2% | +3.0% |
| YTD | +33.0% | +41.7% | -8.7% | +19.4% |
| 1Y | +46.7% | +90.0% | -43.3% | +21.1% |
| All | +162.3% | +47.5% | +114.7% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling