-9.0%
JBLU vs GWW
+31.2%
-40.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | -3.5% | +1.4% | -4.9% | -4.7% |
| 30D | -27.2% | +3.3% | -30.5% | -29.3% |
| 3M | -4.3% | +2.9% | -7.3% | -7.3% |
| 6M | -8.3% | +15.8% | -24.1% | -21.3% |
| YTD | +1.8% | +32.0% | -30.3% | -22.3% |
| 1Y | -9.0% | +29.9% | -38.9% | -33.4% |
| All | -9.0% | +31.2% | -40.2% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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