-4.0%
JBLU vs SW
+41.4%
-45.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.2% |
| 7D | +9.2% | -3.0% | +12.2% | +11.0% |
| 30D | +13.7% | +4.2% | +9.6% | +11.4% |
| 3M | -34.1% | -11.5% | -22.6% | -29.7% |
| 6M | -19.5% | +8.6% | -28.1% | -22.5% |
| YTD | -16.3% | +15.0% | -31.2% | -21.7% |
| 1Y | -13.4% | +25.7% | -39.1% | -22.3% |
| All | -4.0% | +41.4% | -45.4% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling