+54.4%
WEC vs JBHT
+15.0%
+39.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +0.5% |
| 7D | +3.2% | -1.4% | +4.6% | +3.3% |
| 30D | +14.7% | -3.1% | +17.7% | +14.9% |
| 3M | +10.2% | -19.5% | +29.8% | +12.2% |
| 6M | +4.5% | -9.6% | +14.0% | +5.0% |
| YTD | +15.1% | +13.3% | +1.8% | +13.1% |
| 1Y | +9.4% | +29.7% | -20.3% | +6.0% |
| 3Y | +56.9% | +28.3% | +28.6% | +50.7% |
| 5Y | +54.4% | +18.5% | +36.0% | +45.4% |
| All | +54.4% | +15.0% | +39.5% | +45.4% |
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