+32.1%
WAT vs JBHT
+15.0%
+17.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -1.7% |
| 7D | -5.6% | -1.4% | -4.2% | -5.1% |
| 30D | +3.8% | -3.1% | +6.9% | +5.0% |
| 3M | +13.3% | -19.5% | +32.8% | +22.0% |
| 6M | +32.2% | -9.6% | +41.8% | +34.6% |
| YTD | +19.3% | +13.3% | +6.0% | +10.1% |
| 1Y | +21.8% | +29.7% | -7.9% | +6.1% |
| 3Y | +73.9% | +28.3% | +45.6% | +47.2% |
| 5Y | +32.1% | +18.5% | +13.6% | +12.1% |
| All | +32.1% | +15.0% | +17.1% | +12.1% |
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