+125.4%
WDAY vs JBHT
+192.4%
-67.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.0% |
| 30D | +4.7% | -2.3% | +7.0% | +5.4% |
| 3M | +13.3% | -18.5% | +31.8% | +20.4% |
| 6M | +57.3% | -11.3% | +68.6% | +61.5% |
| YTD | -10.2% | +12.6% | -22.8% | -16.4% |
| 1Y | -14.1% | +29.8% | -43.8% | -24.2% |
| 3Y | -11.7% | +28.1% | -39.8% | -24.9% |
| 5Y | -33.5% | +17.7% | -51.2% | -42.5% |
| All | +125.4% | +192.4% | -67.0% | +23.5% |
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