-73.8%
JBLU vs FWONK
+340.2%
-414.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -23.9% | -7.7% | -16.1% | -20.8% |
| 3M | -11.6% | +5.7% | -17.4% | -14.5% |
| 6M | -0.2% | +13.5% | -13.7% | -6.5% |
| YTD | -3.3% | -3.0% | -0.3% | -2.7% |
| 1Y | -15.4% | -6.4% | -9.0% | -13.4% |
| 3Y | -14.7% | +43.8% | -58.6% | -30.2% |
| 5Y | -70.0% | +98.6% | -168.6% | -79.2% |
| All | -73.8% | +340.2% | -414.0% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling