+195.2%
WEC vs JBHT
+176.2%
+19.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | +4.2% | -4.9% | -1.3% |
| 30D | +11.0% | -0.4% | +11.4% | +11.0% |
| 3M | +8.6% | -17.3% | +25.9% | +11.4% |
| 6M | +6.2% | -3.5% | +9.7% | +6.0% |
| YTD | +14.3% | +18.0% | -3.8% | +10.3% |
| 1Y | +8.4% | +35.5% | -27.2% | +2.1% |
| 3Y | +62.9% | +34.8% | +28.1% | +50.7% |
| 5Y | +55.8% | +19.7% | +36.1% | +45.2% |
| All | +195.2% | +176.2% | +19.0% | +129.5% |
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