+305.6%
WM vs JBHT
+272.5%
+33.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -0.3% | +4.9% | -5.2% | -1.3% |
| 30D | -2.4% | +0.6% | -2.9% | -2.6% |
| 3M | +0.4% | -3.2% | +3.6% | +0.8% |
| 6M | -9.5% | +17.0% | -26.4% | -13.0% |
| YTD | +0.5% | +41.7% | -41.2% | -7.3% |
| 1Y | -1.1% | +90.0% | -91.1% | -15.0% |
| 3Y | +46.0% | +47.0% | -0.9% | +30.4% |
| 5Y | +51.8% | +58.3% | -6.5% | +28.8% |
| All | +305.6% | +272.5% | +33.1% | +144.1% |
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