+18,665.9%
WELL vs JBHT
+11,637.0%
+7,028.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.5% |
| 7D | -0.8% | +4.9% | -5.7% | -1.6% |
| 30D | -0.1% | +0.6% | -0.7% | -0.3% |
| 3M | +18.0% | -3.2% | +21.2% | +18.4% |
| 6M | +15.0% | +17.0% | -2.0% | +11.4% |
| YTD | +28.6% | +41.7% | -13.0% | +20.4% |
| 1Y | +42.9% | +90.0% | -47.1% | +26.2% |
| 3Y | +203.0% | +47.0% | +156.0% | +175.3% |
| 5Y | +206.9% | +58.3% | +148.6% | +172.3% |
| 10Y | +339.5% | +273.9% | +65.6% | +235.1% |
| All | +18,665.9% | +11,637.0% | +7,028.9% | +10,510.0% |
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