+928.6%
WDC vs JBHT
+58.3%
+870.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +4.5% |
| 7D | +1.7% | +4.9% | -3.1% | -0.6% |
| 30D | -10.0% | +0.6% | -10.5% | -9.9% |
| 3M | -18.8% | -3.2% | -15.5% | -17.9% |
| 6M | +79.0% | +17.0% | +62.1% | +63.9% |
| YTD | +171.6% | +41.7% | +129.9% | +125.6% |
| 1Y | +417.4% | +90.0% | +327.4% | +267.0% |
| 3Y | +1,251.8% | +47.0% | +1,204.8% | +965.7% |
| All | +928.6% | +58.3% | +870.4% | +685.4% |
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