+22.3%
WM vs JBHT
+29.0%
-6.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.7% | +1.4% |
| 7D | +4.5% | -1.4% | +5.9% | +4.6% |
| 30D | +16.1% | -3.1% | +19.1% | +16.4% |
| 3M | +8.0% | -19.5% | +27.6% | +9.5% |
| 6M | +8.4% | -9.6% | +18.0% | +9.0% |
| YTD | +11.2% | +13.3% | -2.1% | +11.4% |
| 1Y | +22.3% | +29.7% | -7.4% | +23.5% |
| All | +22.3% | +29.0% | -6.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling