+142.9%
WFC vs JBHT
+192.4%
-49.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | +1.2% | -1.6% | +2.8% | +2.0% |
| 30D | +5.2% | -2.3% | +7.5% | +6.1% |
| 3M | -3.0% | -18.5% | +15.4% | +4.8% |
| 6M | +6.2% | -11.3% | +17.5% | +9.4% |
| YTD | -7.9% | +12.6% | -20.5% | -15.7% |
| 1Y | +0.3% | +29.8% | -29.5% | -14.3% |
| 3Y | +117.7% | +28.1% | +89.6% | +78.4% |
| 5Y | +88.4% | +17.7% | +70.7% | +55.5% |
| All | +142.9% | +192.4% | -49.4% | -7.0% |
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 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