+583.6%
WDC vs JBHT
+192.4%
+391.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.1% |
| 7D | -28.0% | -1.6% | -26.4% | -27.1% |
| 30D | -34.9% | -2.3% | -32.7% | -34.1% |
| 3M | -41.6% | -18.5% | -23.1% | -35.5% |
| 6M | -45.4% | -11.3% | -34.1% | -43.2% |
| YTD | +53.3% | +12.6% | +40.7% | +39.0% |
| 1Y | +61.5% | +29.8% | +31.8% | +35.1% |
| 3Y | +712.3% | +28.1% | +684.3% | +554.4% |
| 5Y | +524.2% | +17.7% | +506.5% | +416.1% |
| All | +583.6% | +192.4% | +391.2% | +271.8% |
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 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