+757.8%
WPM vs JBHT
+183.5%
+574.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +3.1% | +0.5% | +2.6% | +3.0% |
| 30D | -1.8% | -0.1% | -1.8% | -1.9% |
| 3M | +1.0% | -14.0% | +15.0% | +2.4% |
| 6M | -5.4% | -5.1% | -0.4% | -5.4% |
| YTD | +15.9% | +18.0% | -2.2% | +13.6% |
| 1Y | +30.8% | +36.5% | -5.7% | +26.6% |
| 3Y | +222.6% | +34.8% | +187.9% | +209.6% |
| 5Y | +227.4% | +21.4% | +205.9% | +214.5% |
| 10Y | +757.8% | +178.0% | +579.8% | +750.7% |
| All | +757.8% | +183.5% | +574.3% | +750.7% |
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