+240.0%
WPM vs JBHT
+15.0%
+225.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.2% |
| 7D | +7.5% | -1.4% | +8.8% | +7.6% |
| 30D | -3.8% | -3.1% | -0.7% | -3.4% |
| 3M | +8.0% | -19.5% | +27.5% | +10.5% |
| 6M | +6.1% | -9.6% | +15.6% | +6.7% |
| YTD | +13.2% | +13.3% | -0.1% | +11.2% |
| 1Y | +37.9% | +29.7% | +8.2% | +33.9% |
| 3Y | +201.7% | +28.3% | +173.4% | +191.0% |
| 5Y | +240.0% | +18.5% | +221.6% | +220.9% |
| All | +240.0% | +15.0% | +225.1% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling