+6.5%
WY vs JBHT
+273.4%
-267.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.5% |
| 7D | -1.7% | +4.9% | -6.6% | -4.1% |
| 30D | -10.1% | +0.6% | -10.7% | -10.7% |
| 3M | -5.1% | -3.2% | -1.9% | -4.4% |
| 6M | -4.8% | +17.0% | -21.7% | -13.5% |
| YTD | -0.2% | +41.7% | -41.9% | -18.2% |
| 1Y | -6.6% | +90.0% | -96.6% | -35.6% |
| 3Y | -22.7% | +47.0% | -69.7% | -41.0% |
| 5Y | -22.2% | +58.3% | -80.5% | -45.7% |
| All | +6.5% | +273.4% | -267.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling