+129.3%
WFC vs JBHT
+58.3%
+71.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | +3.8% | +4.9% | -1.1% | +2.2% |
| 30D | +1.5% | +0.6% | +0.9% | +1.1% |
| 3M | +10.9% | -3.2% | +14.1% | +11.4% |
| 6M | +8.4% | +17.0% | -8.5% | +1.8% |
| YTD | -1.9% | +41.7% | -43.5% | -13.8% |
| 1Y | +12.3% | +90.0% | -77.6% | -12.0% |
| 3Y | +132.3% | +47.0% | +85.3% | +96.6% |
| All | +129.3% | +58.3% | +71.1% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling