+217.6%
WAB vs JBHT
+20.5%
+197.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.1% |
| 7D | +4.0% | +0.2% | +3.7% | +4.0% |
| 30D | +4.5% | -2.2% | +6.6% | +5.2% |
| 3M | +2.3% | -16.5% | +18.8% | +7.9% |
| 6M | +12.5% | -8.4% | +20.9% | +14.0% |
| YTD | +40.2% | +16.1% | +24.1% | +30.1% |
| 1Y | +45.2% | +31.9% | +13.3% | +28.7% |
| 3Y | +171.8% | +34.1% | +137.7% | +130.0% |
| 5Y | +217.6% | +20.1% | +197.5% | +167.3% |
| All | +217.6% | +20.5% | +197.1% | +167.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling