+314.5%
WDAY vs JBHT
+346.5%
-32.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -1.2% | +1.7% | -2.9% | -1.8% |
| 30D | +6.8% | -1.2% | +8.0% | +7.2% |
| 3M | +17.8% | -17.1% | +35.0% | +25.1% |
| 6M | +57.8% | -4.4% | +62.2% | +58.0% |
| YTD | -6.0% | +17.5% | -23.5% | -14.3% |
| 1Y | -13.5% | +32.6% | -46.1% | -24.9% |
| 3Y | -7.6% | +33.0% | -40.6% | -23.4% |
| 5Y | -30.5% | +20.3% | -50.9% | -41.0% |
| 10Y | +143.9% | +209.1% | -65.2% | +22.7% |
| All | +314.5% | +346.5% | -32.0% | +98.8% |
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