+8,126.2%
WFC vs JBHT
+9,288.5%
-1,162.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.5% | -1.9% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | +4.0% | -3.1% | +7.1% | +4.9% |
| 3M | -4.4% | -19.5% | +15.2% | +1.4% |
| 6M | +7.4% | -9.6% | +16.9% | +9.3% |
| YTD | -7.5% | +13.3% | -20.8% | -12.4% |
| 1Y | -0.3% | +29.7% | -30.0% | -9.4% |
| 3Y | +117.2% | +28.3% | +88.9% | +92.9% |
| 5Y | +89.2% | +18.5% | +70.7% | +69.8% |
| 10Y | +148.3% | +198.1% | -49.8% | +69.7% |
| All | +8,126.2% | +9,288.5% | -1,162.3% | +2,781.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling