+972.6%
WULF vs JBHT
+27.4%
+945.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +13.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.2% |
| 30D | -21.0% | -2.3% | -18.8% | -20.3% |
| 3M | -35.5% | -18.5% | -17.0% | -30.1% |
| 6M | -55.8% | -11.3% | -44.6% | -54.7% |
| YTD | -1.0% | +12.6% | -13.6% | -10.3% |
| 1Y | -20.4% | +29.8% | -50.1% | -32.7% |
| 3Y | +972.6% | +28.1% | +944.6% | +786.8% |
| All | +972.6% | +27.4% | +945.3% | +786.8% |
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 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