+12.7%
WBD vs JBHT
+273.4%
-260.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.6% |
| 7D | -1.8% | +4.9% | -6.7% | -3.9% |
| 30D | +8.8% | +0.6% | +8.2% | +8.1% |
| 3M | +4.6% | -3.2% | +7.8% | +5.4% |
| 6M | +1.1% | +17.0% | -15.9% | -7.2% |
| YTD | -2.0% | +41.7% | -43.6% | -18.0% |
| 1Y | +140.0% | +90.0% | +50.0% | +72.1% |
| 3Y | +144.4% | +47.0% | +97.4% | +93.4% |
| 5Y | -0.2% | +58.3% | -58.5% | -25.0% |
| All | +12.7% | +273.4% | -260.8% | -44.4% |
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