-28.6%
WDAY vs JBHT
+58.3%
-86.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.2% |
| 7D | -4.4% | +4.9% | -9.2% | -5.8% |
| 30D | +14.7% | +0.6% | +14.2% | +14.4% |
| 3M | +32.4% | -3.2% | +35.6% | +33.0% |
| 6M | +36.9% | +17.0% | +19.9% | +28.9% |
| YTD | -8.8% | +41.7% | -50.5% | -19.7% |
| 1Y | -15.3% | +90.0% | -105.3% | -33.6% |
| 3Y | -21.2% | +47.0% | -68.2% | -33.6% |
| All | -28.6% | +58.3% | -86.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling