+8,381.3%
WFC vs JBHT
+9,634.5%
-1,253.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.9% |
| 7D | +4.5% | +1.7% | +2.8% | +4.0% |
| 30D | +7.4% | -1.2% | +8.5% | +7.7% |
| 3M | -0.5% | -17.1% | +16.6% | +4.6% |
| 6M | +11.7% | -4.4% | +16.1% | +11.8% |
| YTD | -4.6% | +17.5% | -22.1% | -10.6% |
| 1Y | +2.5% | +32.6% | -30.1% | -7.5% |
| 3Y | +123.9% | +33.0% | +90.9% | +96.7% |
| 5Y | +94.3% | +20.3% | +74.0% | +73.6% |
| 10Y | +156.0% | +209.1% | -53.1% | +73.1% |
| All | +8,381.3% | +9,634.5% | -1,253.2% | +2,838.4% |
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