+94.0%
WULF vs JBHT
+276.8%
-182.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.0% |
| 7D | +21.9% | +7.1% | +14.8% | +18.4% |
| 30D | +4.6% | +2.3% | +2.2% | +3.6% |
| 3M | -30.9% | -4.5% | -26.5% | -30.0% |
| 6M | +29.9% | +29.2% | +0.7% | +15.2% |
| YTD | +55.4% | +42.2% | +13.3% | +32.0% |
| 1Y | +94.1% | +93.7% | +0.4% | +39.4% |
| 3Y | +892.2% | +53.2% | +839.0% | +697.1% |
| 5Y | -26.7% | +62.4% | -89.2% | -41.7% |
| 10Y | +94.0% | +274.7% | -180.7% | +45.9% |
| All | +94.0% | +276.8% | -182.8% | +45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling