-18.6%
JBLU vs FWONK
+7.3%
-25.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.7% | -9.6% | -5.3% |
| 7D | +14.4% | +15.0% | -0.6% | +7.5% |
| 30D | -13.4% | +11.5% | -24.9% | -17.7% |
| 3M | -45.1% | +10.9% | -56.0% | -47.7% |
| 6M | -27.9% | +21.9% | -49.8% | -34.2% |
| YTD | -23.3% | +8.1% | -31.4% | -32.9% |
| 1Y | -18.6% | +5.0% | -23.7% | -25.3% |
| All | -18.6% | +7.3% | -25.9% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling