+345.7%
WM vs JBHT
+194.3%
+151.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.7% | +1.9% |
| 7D | +4.5% | -1.4% | +5.9% | +4.8% |
| 30D | +16.1% | -3.1% | +19.1% | +16.7% |
| 3M | +8.0% | -19.5% | +27.6% | +12.2% |
| 6M | +8.4% | -9.6% | +18.0% | +9.7% |
| YTD | +11.2% | +13.3% | -2.1% | +6.9% |
| 1Y | +22.3% | +29.7% | -7.4% | +14.1% |
| 3Y | +50.2% | +28.3% | +21.9% | +36.7% |
| 5Y | +63.3% | +18.5% | +44.8% | +48.0% |
| All | +345.7% | +194.3% | +151.4% | +204.5% |
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