+112.4%
WFC vs JBHT
+182.5%
-70.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.6% |
| 7D | +2.5% | +7.0% | -4.5% | -0.5% |
| 30D | +7.0% | +0.5% | +6.5% | +6.6% |
| 3M | -1.8% | -17.4% | +15.6% | +5.7% |
| 6M | +18.4% | -1.7% | +20.1% | +16.6% |
| YTD | -5.6% | +20.7% | -26.3% | -16.1% |
| 1Y | +3.9% | +41.1% | -37.2% | -14.3% |
| 3Y | +126.3% | +38.0% | +88.3% | +79.7% |
| 5Y | +91.1% | +22.5% | +68.7% | +56.2% |
| All | +112.4% | +182.5% | -70.0% | -6.3% |
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