-55.9%
WULF vs JBHT
+22.5%
-78.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.3% | -5.5% | -4.6% |
| 7D | +11.0% | +7.0% | +4.0% | +6.5% |
| 30D | +9.4% | +0.5% | +8.9% | +9.1% |
| 3M | -22.6% | -17.4% | -5.3% | -14.1% |
| 6M | -45.4% | -1.7% | -43.7% | -46.9% |
| YTD | +9.8% | +20.7% | -10.9% | -7.6% |
| 1Y | +8.0% | +41.1% | -33.0% | -18.3% |
| 3Y | +1,149.5% | +38.0% | +1,111.5% | +808.0% |
| All | -55.9% | +22.5% | -78.5% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling