+660.4%
WDC vs JBHT
+186.6%
+473.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -16.7% | +0.9% | -17.7% | -16.8% |
| 30D | -27.2% | -1.1% | -26.1% | -26.6% |
| 3M | -34.0% | -14.8% | -19.2% | -28.7% |
| 6M | -39.7% | -7.4% | -32.3% | -38.6% |
| YTD | +68.1% | +17.3% | +50.7% | +49.2% |
| 1Y | +66.3% | +35.3% | +31.0% | +36.2% |
| 3Y | +754.4% | +33.9% | +720.5% | +572.2% |
| 5Y | +595.8% | +22.5% | +573.3% | +463.2% |
| 10Y | +660.4% | +181.3% | +479.1% | +253.2% |
| All | +660.4% | +186.6% | +473.8% | +253.2% |
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 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