+53.9%
WM vs JBHT
+58.3%
-4.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.5% |
| 7D | -0.3% | +4.9% | -5.2% | -0.8% |
| 30D | -2.4% | +0.6% | -2.9% | -2.5% |
| 3M | +0.4% | -3.2% | +3.6% | +0.6% |
| 6M | -9.5% | +17.0% | -26.4% | -11.2% |
| YTD | +0.5% | +41.7% | -41.2% | -3.4% |
| 1Y | -1.1% | +90.0% | -91.1% | -8.1% |
| 3Y | +46.0% | +47.0% | -0.9% | +38.9% |
| All | +53.9% | +58.3% | -4.3% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling