+81.5%
WAT vs JBHT
+27.4%
+54.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.1% | -1.6% | +0.5% | -0.5% |
| 30D | +5.0% | -2.3% | +7.2% | +5.7% |
| 3M | +14.5% | -18.5% | +32.9% | +21.9% |
| 6M | +30.9% | -11.3% | +42.2% | +33.8% |
| YTD | +20.5% | +12.6% | +7.9% | +11.5% |
| 1Y | +23.3% | +29.8% | -6.5% | +7.6% |
| 3Y | +81.5% | +28.1% | +53.4% | +40.9% |
| All | +81.5% | +27.4% | +54.1% | +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 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