+1.8%
WFC vs JBHT
+36.3%
-34.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +3.6% | -0.1% | +3.7% | +3.5% |
| 3M | -1.3% | -14.0% | +12.7% | +1.0% |
| 6M | +18.0% | -5.1% | +23.1% | +16.0% |
| YTD | -5.9% | +18.0% | -23.9% | -14.2% |
| 1Y | +1.8% | +36.5% | -34.7% | -11.4% |
| All | +1.8% | +36.3% | -34.6% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling