+562.2%
WPM vs JBHT
+192.4%
+369.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +16.9% | -1.6% | +18.5% | +17.1% |
| 30D | +2.0% | -2.3% | +4.2% | +2.2% |
| 3M | +8.9% | -18.5% | +27.4% | +11.0% |
| 6M | +1.6% | -11.3% | +12.8% | +2.4% |
| YTD | +16.5% | +12.6% | +3.9% | +14.9% |
| 1Y | +42.2% | +29.8% | +12.4% | +38.6% |
| 3Y | +213.3% | +28.1% | +185.2% | +203.1% |
| 5Y | +249.9% | +17.7% | +232.2% | +238.2% |
| All | +562.2% | +192.4% | +369.8% | +887.8% |
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 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