+1,695.0%
WULF vs JBHT
+6,574.9%
-4,879.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.4% |
| 7D | +7.6% | +4.9% | +2.7% | +7.0% |
| 30D | -8.6% | +0.6% | -9.2% | -8.7% |
| 3M | -37.0% | -3.2% | -33.8% | -36.8% |
| 6M | +7.4% | +17.0% | -9.5% | +5.4% |
| YTD | +43.7% | +41.7% | +2.0% | +37.8% |
| 1Y | +86.1% | +90.0% | -3.9% | +71.4% |
| 3Y | +733.8% | +47.0% | +686.9% | +692.1% |
| 5Y | -33.6% | +58.3% | -91.9% | -37.1% |
| 10Y | +76.1% | +273.9% | -197.9% | +59.9% |
| All | +1,695.0% | +6,574.9% | -4,879.9% | +1,290.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling