-13.5%
WDAY vs JBHT
+34.8%
-48.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | +6.8% | -1.2% | +8.0% | +6.9% |
| 3M | +17.8% | -17.1% | +35.0% | +19.2% |
| 6M | +57.8% | -4.4% | +62.2% | +59.1% |
| YTD | -6.0% | +17.5% | -23.5% | -9.8% |
| 1Y | -13.5% | +32.6% | -46.1% | -20.6% |
| All | -13.5% | +34.8% | -48.4% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling