-12.7%
JBLU vs WAB
+46.5%
-59.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.9% | +11.0% |
| 7D | +24.9% | +4.5% | +20.4% | +20.7% |
| 30D | -12.3% | +1.1% | -13.4% | -12.8% |
| 3M | -44.5% | -1.3% | -43.2% | -43.8% |
| 6M | -25.7% | +12.7% | -38.4% | -33.5% |
| YTD | -21.8% | +38.7% | -60.4% | -44.2% |
| 1Y | -12.7% | +44.9% | -57.7% | -40.7% |
| All | -12.7% | +46.5% | -59.3% | -40.7% |
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