+54.5%
WEC vs JBHT
+17.1%
+37.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -0.2% | -1.6% | +1.4% | 0.0% |
| 30D | +12.3% | -2.3% | +14.6% | +12.5% |
| 3M | +8.3% | -18.5% | +26.7% | +10.0% |
| 6M | +3.5% | -11.3% | +14.7% | +4.2% |
| YTD | +12.7% | +12.6% | +0.2% | +10.8% |
| 1Y | +8.2% | +29.8% | -21.6% | +4.8% |
| 3Y | +55.9% | +28.1% | +27.8% | +49.6% |
| All | +54.5% | +17.1% | +37.4% | +45.9% |
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