+264.5%
WMB vs JBHT
+192.4%
+72.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -13.8% | -1.6% | -12.2% | -13.5% |
| 30D | -10.3% | -2.3% | -8.0% | -9.9% |
| 3M | -10.1% | -18.5% | +8.4% | -5.9% |
| 6M | -11.8% | -11.3% | -0.6% | -10.3% |
| YTD | +8.9% | +12.6% | -3.6% | +3.3% |
| 1Y | +14.0% | +29.8% | -15.8% | +3.6% |
| 3Y | +100.5% | +28.1% | +72.4% | +76.3% |
| 5Y | +179.5% | +17.7% | +161.8% | +145.8% |
| All | +264.5% | +192.4% | +72.1% | +115.9% |
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