+797.3%
WULF vs JBHT
+51.6%
+745.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.3% |
| 7D | +7.6% | +4.9% | +2.7% | +5.1% |
| 30D | -8.6% | +0.6% | -9.2% | -8.8% |
| 3M | -37.0% | -3.2% | -33.8% | -36.4% |
| 6M | +7.4% | +17.0% | -9.5% | -2.2% |
| YTD | +43.7% | +41.7% | +2.0% | +18.2% |
| 1Y | +86.1% | +90.0% | -3.9% | +26.8% |
| All | +797.3% | +51.6% | +745.7% | +624.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling