+19,401.7%
WELL vs JBHT
+9,288.5%
+10,113.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | -0.4% |
| 7D | +5.3% | -1.4% | +6.6% | +5.5% |
| 30D | +8.7% | -3.1% | +11.8% | +9.2% |
| 3M | +3.8% | -19.5% | +23.4% | +7.3% |
| 6M | +15.4% | -9.6% | +24.9% | +16.5% |
| YTD | +33.7% | +13.3% | +20.3% | +29.5% |
| 1Y | +33.6% | +29.7% | +4.0% | +26.3% |
| 3Y | +194.2% | +28.3% | +165.9% | +172.7% |
| 5Y | +227.0% | +18.5% | +208.6% | +204.4% |
| 10Y | +430.7% | +198.1% | +232.6% | +319.2% |
| All | +19,401.7% | +9,288.5% | +10,113.2% | +11,313.8% |
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