-79.4%
JBLU vs SW
+182.7%
-262.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.4% |
| 7D | +28.8% | +2.3% | +26.5% | +28.1% |
| 30D | -7.6% | +6.8% | -14.3% | -9.2% |
| 3M | -40.7% | -5.2% | -35.5% | -39.8% |
| 6M | -27.2% | +7.4% | -34.6% | -28.3% |
| YTD | -19.3% | +17.4% | -36.7% | -22.2% |
| 1Y | -13.6% | +27.1% | -40.7% | -18.3% |
| 3Y | -14.7% | +47.9% | -62.5% | -21.2% |
| 5Y | -77.2% | -2.6% | -74.7% | -78.3% |
| All | -79.4% | +182.7% | -262.1% | -82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling