+88.5%
WDC vs JBHT
+39.4%
+49.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.3% | -7.3% | -5.9% |
| 7D | +12.1% | +7.0% | +5.0% | +9.2% |
| 30D | -18.8% | +0.5% | -19.3% | -19.0% |
| 3M | -39.3% | -17.4% | -22.0% | -35.2% |
| 6M | -40.1% | -1.7% | -38.4% | -41.9% |
| YTD | +71.8% | +20.7% | +51.1% | +38.4% |
| 1Y | +88.5% | +41.1% | +47.4% | +46.0% |
| All | +88.5% | +39.4% | +49.1% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling