+259.5%
WPM vs JBHT
+20.8%
+238.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +5.2% |
| 7D | +20.8% | +0.4% | +20.4% | +20.7% |
| 30D | +3.8% | -2.0% | +5.8% | +4.0% |
| 3M | +7.4% | -16.3% | +23.7% | +9.4% |
| 6M | +4.0% | -8.2% | +12.2% | +4.4% |
| YTD | +23.0% | +16.3% | +6.7% | +20.5% |
| 1Y | +45.9% | +32.2% | +13.7% | +41.4% |
| 3Y | +242.9% | +34.4% | +208.6% | +228.3% |
| 5Y | +259.5% | +20.3% | +239.2% | +239.1% |
| All | +259.5% | +20.8% | +238.7% | +239.1% |
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