+695.1%
WDC vs JBHT
+183.5%
+511.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.0% |
| 30D | -19.0% | -0.1% | -18.9% | -18.8% |
| 3M | -28.4% | -14.0% | -14.4% | -23.1% |
| 6M | -39.2% | -5.1% | -34.1% | -38.9% |
| YTD | +82.1% | +18.0% | +64.0% | +61.1% |
| 1Y | +84.7% | +36.5% | +48.1% | +50.6% |
| 3Y | +825.6% | +34.8% | +790.9% | +626.2% |
| 5Y | +608.2% | +21.4% | +586.7% | +476.8% |
| 10Y | +695.1% | +178.0% | +517.2% | +272.8% |
| All | +695.1% | +183.5% | +511.7% | +272.8% |
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