+537.7%
WMT vs JBHT
+192.4%
+345.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.6% |
| 7D | +1.6% | -1.6% | +3.2% | +1.9% |
| 30D | +16.1% | -2.3% | +18.3% | +16.5% |
| 3M | +12.3% | -18.5% | +30.7% | +15.7% |
| 6M | -3.1% | -11.3% | +8.2% | -1.9% |
| YTD | +13.4% | +12.6% | +0.8% | +9.8% |
| 1Y | +24.5% | +29.8% | -5.3% | +17.5% |
| 3Y | +135.7% | +28.1% | +107.6% | +117.7% |
| 5Y | +166.8% | +17.7% | +149.1% | +146.0% |
| All | +537.7% | +192.4% | +345.4% | +370.3% |
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