+179.3%
WEC vs JBHT
+194.3%
-15.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.7% |
| 7D | +3.2% | -1.4% | +4.6% | +3.4% |
| 30D | +14.7% | -3.1% | +17.7% | +15.1% |
| 3M | +10.2% | -19.5% | +29.8% | +13.4% |
| 6M | +4.5% | -9.6% | +14.0% | +5.3% |
| YTD | +15.1% | +13.3% | +1.8% | +11.8% |
| 1Y | +9.4% | +29.7% | -20.3% | +3.9% |
| 3Y | +56.9% | +28.3% | +28.6% | +46.5% |
| 5Y | +54.4% | +18.5% | +36.0% | +43.9% |
| All | +179.3% | +194.3% | -15.0% | +143.6% |
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