+47.5%
WM vs JBHT
+33.0%
+14.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.6% |
| 7D | +5.9% | +1.7% | +4.2% | +5.8% |
| 30D | +15.4% | -1.2% | +16.6% | +15.5% |
| 3M | +6.3% | -17.1% | +23.5% | +7.2% |
| 6M | +5.6% | -4.4% | +10.0% | +5.7% |
| YTD | +9.9% | +17.5% | -7.6% | +9.3% |
| 1Y | +20.8% | +32.6% | -11.8% | +19.6% |
| All | +47.5% | +33.0% | +14.6% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling