-74.9%
JBLU vs SW
-1.7%
-73.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.9% | -3.3% | -4.5% |
| 7D | +9.2% | -3.0% | +12.2% | +10.4% |
| 30D | +13.7% | +4.2% | +9.6% | +12.1% |
| 3M | -34.1% | -11.5% | -22.6% | -31.0% |
| 6M | -19.5% | +8.6% | -28.1% | -21.4% |
| YTD | -16.3% | +15.0% | -31.2% | -19.7% |
| 1Y | -13.4% | +25.7% | -39.1% | -19.3% |
| 3Y | -1.6% | +44.8% | -46.4% | -10.3% |
| 5Y | -74.9% | -1.7% | -73.1% | -77.1% |
| All | -74.9% | -1.7% | -73.1% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling