-14.7%
JBLU vs GWW
+89.6%
-104.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.3% |
| 7D | -5.0% | -3.4% | -1.6% | -2.5% |
| 30D | -23.9% | -1.9% | -22.0% | -22.9% |
| 3M | -11.6% | -2.4% | -9.3% | -10.4% |
| 6M | -0.2% | +15.7% | -15.9% | -11.5% |
| YTD | -3.3% | +27.6% | -30.9% | -20.3% |
| 1Y | -15.4% | +27.2% | -42.6% | -30.3% |
| 3Y | -14.7% | +89.7% | -104.4% | -46.0% |
| All | -14.7% | +89.6% | -104.4% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling