+322.9%
WMB vs JBHT
+272.5%
+50.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.6% |
| 7D | +0.6% | +4.9% | -4.3% | -0.7% |
| 30D | +3.3% | +0.6% | +2.7% | +2.9% |
| 3M | +3.1% | -3.2% | +6.3% | +3.5% |
| 6M | -0.7% | +17.0% | -17.7% | -5.7% |
| YTD | +25.2% | +41.7% | -16.5% | +12.5% |
| 1Y | +32.9% | +90.0% | -57.1% | +8.5% |
| 3Y | +140.6% | +47.0% | +93.6% | +106.8% |
| 5Y | +273.5% | +58.3% | +215.1% | +201.6% |
| All | +322.9% | +272.5% | +50.4% | +133.2% |
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