-29.3%
JBLU vs NWSA
+120.6%
-149.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -4.8% | -4.8% | 0.0% | -1.9% |
| 30D | -24.4% | +3.0% | -27.4% | -25.8% |
| 3M | -4.8% | +9.3% | -14.1% | -10.3% |
| 6M | -0.5% | +23.2% | -23.6% | -13.1% |
| YTD | -3.5% | +13.3% | -16.8% | -12.4% |
| 1Y | -13.6% | +2.9% | -16.5% | -16.6% |
| 3Y | -15.3% | +43.3% | -58.6% | -32.6% |
| 5Y | -70.1% | +40.9% | -111.0% | -76.2% |
| 10Y | -72.9% | +148.1% | -221.0% | -84.9% |
| All | -29.3% | +120.6% | -149.9% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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