+5,928.6%
WPM vs JBHT
+1,615.5%
+4,313.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.7% |
| 7D | +1.1% | +4.9% | -3.8% | 0.0% |
| 30D | +26.4% | +0.6% | +25.8% | +26.1% |
| 3M | +20.8% | -3.2% | +24.0% | +21.2% |
| 6M | +1.1% | +17.0% | -15.8% | -3.2% |
| YTD | +32.5% | +41.7% | -9.2% | +21.4% |
| 1Y | +51.5% | +90.0% | -38.5% | +29.0% |
| 3Y | +267.0% | +47.0% | +220.0% | +223.3% |
| 5Y | +250.1% | +58.3% | +191.8% | +196.0% |
| 10Y | +540.4% | +273.9% | +266.5% | +296.4% |
| All | +5,928.6% | +1,615.5% | +4,313.1% | +1,914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling