+161.3%
WAT vs JBHT
+272.5%
-111.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.1% |
| 7D | -1.3% | +4.9% | -6.2% | -3.2% |
| 30D | +2.3% | +0.6% | +1.8% | +1.8% |
| 3M | +8.7% | -3.2% | +11.9% | +9.5% |
| 6M | +28.3% | +17.0% | +11.4% | +19.1% |
| YTD | +7.8% | +41.7% | -33.9% | -7.6% |
| 1Y | +36.6% | +90.0% | -53.4% | +2.5% |
| 3Y | +45.7% | +47.0% | -1.3% | +19.1% |
| 5Y | -3.3% | +58.3% | -61.6% | -24.8% |
| All | +161.3% | +272.5% | -111.2% | +40.9% |
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