+86.1%
WULF vs JBHT
+89.9%
-3.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.5% |
| 7D | +7.6% | +4.9% | +2.7% | +7.2% |
| 30D | -8.6% | +0.6% | -9.2% | -8.7% |
| 3M | -37.0% | -3.2% | -33.8% | -36.8% |
| 6M | +7.4% | +17.0% | -9.5% | +5.2% |
| YTD | +43.7% | +41.7% | +2.0% | +49.1% |
| 1Y | +86.1% | +90.0% | -3.9% | +122.8% |
| All | +86.1% | +89.9% | -3.8% | +122.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling