+117.9%
WFC vs JBHT
+183.5%
-65.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +3.6% | -0.1% | +3.7% | +3.5% |
| 3M | -1.3% | -14.0% | +12.7% | +4.3% |
| 6M | +18.0% | -5.1% | +23.1% | +18.0% |
| YTD | -5.9% | +18.0% | -23.9% | -15.5% |
| 1Y | +1.8% | +36.5% | -34.7% | -14.8% |
| 3Y | +125.0% | +34.8% | +90.2% | +80.5% |
| 5Y | +92.0% | +21.4% | +70.5% | +57.0% |
| 10Y | +117.9% | +178.0% | -60.1% | -5.4% |
| All | +117.9% | +183.5% | -65.6% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling