+265.4%
WMB vs JBHT
+194.3%
+71.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.8% | -4.4% |
| 7D | -14.2% | -1.4% | -12.8% | -13.9% |
| 30D | -11.2% | -3.1% | -8.2% | -10.7% |
| 3M | -9.9% | -19.5% | +9.7% | -5.4% |
| 6M | -14.4% | -9.6% | -4.8% | -13.3% |
| YTD | +9.2% | +13.3% | -4.1% | +3.4% |
| 1Y | +15.1% | +29.7% | -14.6% | +4.7% |
| 3Y | +99.2% | +28.3% | +70.9% | +75.2% |
| 5Y | +180.2% | +18.5% | +161.8% | +146.0% |
| All | +265.4% | +194.3% | +71.1% | +116.1% |
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 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