-16.8%
WDAY vs JBHT
+35.5%
-52.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -4.6% | +0.9% | -5.5% | -4.6% |
| 30D | +1.2% | -1.1% | +2.3% | +1.3% |
| 3M | +2.6% | -14.8% | +17.4% | +3.6% |
| 6M | +47.8% | -7.4% | +55.2% | +48.8% |
| YTD | -12.1% | +17.3% | -29.4% | -15.8% |
| All | -16.8% | +35.5% | -52.3% | -23.9% |
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