+123.8%
WBD vs JBHT
+1.0%
+122.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | +1.0% | +1.5% | -0.5% | +0.3% |
| 30D | +26.7% | +17.0% | +9.8% | +17.4% |
| 3M | +91.1% | +22.5% | +68.6% | +71.4% |
| 6M | +164.8% | +29.7% | +135.1% | +127.3% |
| YTD | +114.5% | +1.3% | +113.1% | +104.7% |
| 1Y | +141.9% | -8.0% | +150.0% | +138.6% |
| All | +123.8% | +1.0% | +122.8% | +100.1% |
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 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