+5,052.6%
WPM vs JBHT
+1,272.2%
+3,780.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.5% |
| 7D | +7.5% | -1.4% | +8.8% | +7.8% |
| 30D | -3.8% | -3.1% | -0.7% | -3.1% |
| 3M | +8.0% | -19.5% | +27.5% | +13.0% |
| 6M | +6.1% | -9.6% | +15.6% | +7.5% |
| YTD | +13.2% | +13.3% | -0.1% | +8.9% |
| 1Y | +37.9% | +29.7% | +8.2% | +28.5% |
| 3Y | +201.7% | +28.3% | +173.4% | +173.0% |
| 5Y | +240.0% | +18.5% | +221.6% | +207.6% |
| 10Y | +531.0% | +198.1% | +332.9% | +310.3% |
| All | +5,052.6% | +1,272.2% | +3,780.4% | +1,705.9% |
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 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