-9.0%
JBLU vs SW
+1.0%
-10.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.3% |
| 7D | -3.5% | -5.1% | +1.6% | -0.4% |
| 30D | -27.2% | -4.6% | -22.6% | -25.0% |
| 3M | -4.3% | +9.4% | -13.7% | -9.3% |
| 6M | -8.3% | +3.5% | -11.8% | -12.8% |
| YTD | +1.8% | +22.0% | -20.3% | -7.9% |
| 1Y | -9.0% | +2.2% | -11.2% | -14.9% |
| All | -9.0% | +1.0% | -10.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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