+13.2%
JBLU vs SW
+755.0%
-741.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -3.5% | -5.1% | +1.6% | -2.8% |
| 30D | -27.2% | -4.6% | -22.6% | -26.6% |
| 3M | -4.3% | +9.4% | -13.7% | -5.4% |
| 6M | -8.3% | +3.5% | -11.8% | -8.5% |
| YTD | +1.8% | +22.0% | -20.3% | -0.8% |
| 1Y | -9.0% | +2.2% | -11.2% | -9.4% |
| 3Y | -21.9% | +19.6% | -41.5% | -23.8% |
| 5Y | -69.0% | -2.3% | -66.7% | -69.9% |
| 10Y | -70.8% | +181.4% | -252.1% | -74.1% |
| All | +13.2% | +755.0% | -741.8% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling