+533.3%
WDC vs JBHT
+15.0%
+518.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -3.6% | -13.8% | -15.7% |
| 7D | -32.3% | -1.4% | -30.9% | -31.7% |
| 30D | -34.9% | -3.1% | -31.8% | -33.9% |
| 3M | -48.4% | -19.5% | -28.9% | -43.2% |
| 6M | -42.4% | -9.6% | -32.9% | -41.0% |
| YTD | +55.5% | +13.3% | +42.2% | +41.4% |
| 1Y | +67.5% | +29.7% | +37.8% | +42.3% |
| 3Y | +727.3% | +28.3% | +699.0% | +580.5% |
| 5Y | +533.3% | +18.5% | +514.9% | +420.0% |
| All | +533.3% | +15.0% | +518.4% | +420.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling