+302.1%
WDAY vs JBHT
+438.3%
-136.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.4% |
| 7D | -4.4% | +4.9% | -9.2% | -6.1% |
| 30D | +14.7% | +0.6% | +14.2% | +14.2% |
| 3M | +32.4% | -3.2% | +35.6% | +33.0% |
| 6M | +36.9% | +17.0% | +19.9% | +27.0% |
| YTD | -8.8% | +41.7% | -50.5% | -21.8% |
| 1Y | -15.3% | +90.0% | -105.3% | -36.6% |
| 3Y | -21.2% | +47.0% | -68.2% | -36.3% |
| 5Y | -29.5% | +58.3% | -87.8% | -46.0% |
| 10Y | +120.0% | +273.9% | -153.9% | +3.7% |
| All | +302.1% | +438.3% | -136.2% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling