+25.5%
WULF vs JBHT
+192.4%
-166.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +13.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.3% |
| 30D | -21.0% | -2.3% | -18.8% | -20.4% |
| 3M | -35.5% | -18.5% | -17.0% | -30.3% |
| 6M | -55.8% | -11.3% | -44.6% | -54.5% |
| YTD | -1.0% | +12.6% | -13.6% | -8.2% |
| 1Y | -20.4% | +29.8% | -50.1% | -30.6% |
| 3Y | +972.6% | +28.1% | +944.6% | +819.2% |
| 5Y | -54.5% | +17.7% | -72.2% | -59.9% |
| All | +25.5% | +192.4% | -166.9% | +8.9% |
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