+226.2%
WAT vs JBHT
+192.4%
+33.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | +5.0% | -2.3% | +7.2% | +5.8% |
| 3M | +14.5% | -18.5% | +32.9% | +22.6% |
| 6M | +30.9% | -11.3% | +42.2% | +34.6% |
| YTD | +20.5% | +12.6% | +7.9% | +12.1% |
| 1Y | +23.3% | +29.8% | -6.5% | +8.2% |
| 3Y | +81.5% | +28.1% | +53.4% | +55.4% |
| 5Y | +33.4% | +17.7% | +15.7% | +15.8% |
| All | +226.2% | +192.4% | +33.8% | +100.8% |
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