-70.7%
JBLU vs GWW
+222.0%
-292.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.2% |
| 7D | -5.0% | -3.4% | -1.6% | -2.7% |
| 30D | -23.9% | -1.9% | -22.0% | -23.0% |
| 3M | -11.6% | -2.4% | -9.3% | -10.4% |
| 6M | -0.2% | +15.7% | -15.9% | -10.2% |
| YTD | -3.3% | +27.6% | -30.9% | -18.6% |
| 1Y | -15.4% | +27.2% | -42.6% | -28.7% |
| 3Y | -14.7% | +89.7% | -104.4% | -44.8% |
| All | -70.7% | +222.0% | -292.7% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling