+213.3%
WPM vs JBHT
+27.4%
+185.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.1% |
| 3M | +8.9% | -18.5% | +27.4% | +10.2% |
| 6M | +1.6% | -11.3% | +12.8% | +2.1% |
| YTD | +16.5% | +12.6% | +3.9% | +16.2% |
| 1Y | +42.2% | +29.8% | +12.4% | +42.1% |
| 3Y | +213.3% | +28.1% | +185.2% | +207.4% |
| All | +213.3% | +27.4% | +185.9% | +207.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling