-67.0%
JBLU vs GWW
+3,198.1%
-3,265.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.2% |
| 7D | -5.0% | -3.4% | -1.6% | -2.9% |
| 30D | -23.9% | -1.9% | -22.0% | -23.1% |
| 3M | -11.6% | -2.4% | -9.3% | -10.5% |
| 6M | -0.2% | +15.7% | -15.9% | -9.0% |
| YTD | -3.3% | +27.6% | -30.9% | -16.9% |
| 1Y | -15.4% | +27.2% | -42.6% | -27.2% |
| 3Y | -14.7% | +89.7% | -104.4% | -42.8% |
| 5Y | -70.0% | +223.9% | -294.0% | -85.7% |
| 10Y | -72.9% | +567.1% | -640.0% | -92.7% |
| All | -67.0% | +3,198.1% | -3,265.1% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling