-9.0%
JBLU vs WAB
+48.2%
-57.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -0.9% |
| 30D | -27.2% | -4.4% | -22.8% | -24.4% |
| 3M | -4.3% | +7.9% | -12.2% | -11.3% |
| 6M | -8.3% | +8.7% | -17.0% | -16.8% |
| YTD | +1.8% | +33.0% | -31.2% | -23.8% |
| 1Y | -9.0% | +46.7% | -55.7% | -36.8% |
| All | -9.0% | +48.2% | -57.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling