+3,978.4%
WEC vs JBHT
+11,637.0%
-7,658.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -0.3% | +4.9% | -5.1% | -0.7% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | -3.9% | -3.2% | -0.7% | -3.8% |
| 6M | -8.3% | +17.0% | -25.3% | -9.9% |
| YTD | +3.1% | +41.7% | -38.6% | -0.5% |
| 1Y | +1.9% | +90.0% | -88.0% | -4.5% |
| 3Y | +41.9% | +47.0% | -5.1% | +35.0% |
| 5Y | +30.8% | +58.3% | -27.5% | +22.7% |
| 10Y | +141.9% | +273.9% | -132.0% | +108.2% |
| All | +3,978.4% | +11,637.0% | -7,658.6% | +2,652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling