+9,012.0%
WMT vs JBHT
+11,637.0%
-2,625.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.6% |
| 7D | +3.9% | +4.9% | -1.0% | +3.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | -8.8% | -3.2% | -5.6% | -8.6% |
| 6M | -15.6% | +17.0% | -32.6% | -18.1% |
| YTD | -3.2% | +41.7% | -44.9% | -9.1% |
| 1Y | +7.0% | +90.0% | -82.9% | -4.8% |
| 3Y | +105.3% | +47.0% | +58.3% | +87.7% |
| 5Y | +129.3% | +58.3% | +70.9% | +104.5% |
| 10Y | +423.9% | +273.9% | +150.0% | +296.7% |
| All | +9,012.0% | +11,637.0% | -2,625.0% | +3,398.8% |
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