-32.1%
WY vs JBHT
+17.1%
-49.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +3.1% | -1.6% | +4.7% | +3.7% |
| 30D | +13.0% | -2.3% | +15.3% | +13.8% |
| 3M | -16.8% | -18.5% | +1.7% | -11.3% |
| 6M | -11.2% | -11.3% | +0.1% | -8.8% |
| YTD | -9.1% | +12.6% | -21.6% | -15.2% |
| 1Y | -4.8% | +29.8% | -34.5% | -16.0% |
| 3Y | -25.3% | +28.1% | -53.4% | -36.1% |
| All | -32.1% | +17.1% | -49.2% | -42.4% |
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 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