+523.5%
WMT vs JBHT
+186.6%
+336.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +0.6% | +0.9% | -0.4% | +0.4% |
| 30D | +12.8% | -1.1% | +13.9% | +12.9% |
| 3M | +11.7% | -14.8% | +26.5% | +14.2% |
| 6M | -3.5% | -7.4% | +3.9% | -3.0% |
| YTD | +13.4% | +17.3% | -3.9% | +9.1% |
| 1Y | +23.6% | +35.3% | -11.7% | +15.9% |
| 3Y | +133.9% | +33.9% | +99.9% | +114.4% |
| 5Y | +170.1% | +22.5% | +147.6% | +147.4% |
| 10Y | +523.5% | +181.3% | +342.2% | +356.2% |
| All | +523.5% | +186.6% | +336.9% | +356.2% |
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