+1,246.0%
WULF vs JBHT
+5,380.5%
-4,134.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +3.1% | +5.8% | +8.5% |
| 7D | +13.2% | +0.4% | +12.7% | +13.2% |
| 30D | -10.1% | -2.0% | -8.1% | -9.9% |
| 3M | -27.5% | -16.3% | -11.2% | -26.1% |
| 6M | -47.1% | -8.2% | -38.8% | -46.7% |
| YTD | +7.7% | +16.3% | -8.6% | +5.6% |
| 1Y | -11.2% | +32.2% | -43.4% | -14.2% |
| 3Y | +1,217.0% | +34.4% | +1,182.6% | +1,165.3% |
| 5Y | -57.0% | +20.3% | -77.4% | -58.2% |
| 10Y | +32.0% | +185.2% | -153.2% | +22.9% |
| All | +1,246.0% | +5,380.5% | -4,134.6% | +965.3% |
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 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