+4,947.9%
WMB vs JBHT
+9,634.5%
-4,686.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.4% | -6.6% |
| 7D | -8.6% | +1.7% | -10.3% | -9.0% |
| 30D | -4.2% | -1.2% | -3.0% | -4.0% |
| 3M | -4.4% | -17.1% | +12.7% | -0.8% |
| 6M | -8.7% | -4.4% | -4.3% | -8.7% |
| YTD | +15.4% | +17.5% | -2.1% | +9.5% |
| 1Y | +23.7% | +32.6% | -8.9% | +14.0% |
| 3Y | +110.4% | +33.0% | +77.4% | +87.9% |
| 5Y | +198.9% | +20.3% | +178.6% | +169.2% |
| 10Y | +294.7% | +209.1% | +85.6% | +179.4% |
| All | +4,947.9% | +9,634.5% | -4,686.6% | +2,011.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling