+349.8%
WM vs JBHT
+207.9%
+141.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | +5.9% | +1.7% | +4.2% | +5.6% |
| 30D | +15.4% | -1.2% | +16.6% | +15.6% |
| 3M | +6.3% | -17.1% | +23.5% | +9.9% |
| 6M | +5.6% | -4.4% | +10.0% | +5.6% |
| YTD | +9.9% | +17.5% | -7.6% | +4.9% |
| 1Y | +20.8% | +32.6% | -11.8% | +12.3% |
| 3Y | +48.5% | +33.0% | +15.5% | +34.2% |
| 5Y | +60.6% | +20.3% | +40.2% | +45.5% |
| 10Y | +349.8% | +209.1% | +140.7% | +195.8% |
| All | +349.8% | +207.9% | +141.9% | +195.8% |
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