-76.4%
JBLU vs SW
+180.5%
-256.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.2% |
| 7D | -5.8% | -4.5% | -1.3% | -4.7% |
| 30D | -22.8% | -11.2% | -11.7% | -20.3% |
| 3M | -13.0% | +1.9% | -14.9% | -13.3% |
| 6M | +5.8% | +12.3% | -6.5% | +3.3% |
| YTD | -4.2% | +16.5% | -20.7% | -7.4% |
| 1Y | -13.7% | +1.8% | -15.4% | -14.3% |
| 3Y | -15.0% | +33.3% | -48.3% | -20.2% |
| 5Y | -70.7% | -5.1% | -65.6% | -72.0% |
| All | -76.4% | +180.5% | -256.9% | -80.0% |
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