+12,266.3%
WAT vs JBHT
+7,389.5%
+4,876.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.4% |
| 30D | +6.2% | -1.2% | +7.4% | +6.5% |
| 3M | +18.1% | -17.1% | +35.2% | +23.2% |
| 6M | +54.9% | -4.4% | +59.3% | +55.2% |
| YTD | +23.1% | +17.5% | +5.6% | +16.7% |
| 1Y | +27.3% | +32.6% | -5.3% | +16.8% |
| 3Y | +79.5% | +33.0% | +46.5% | +62.3% |
| 5Y | +35.0% | +20.3% | +14.6% | +24.0% |
| 10Y | +238.7% | +209.1% | +29.7% | +143.5% |
| All | +12,266.3% | +7,389.5% | +4,876.8% | +4,530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling