-73.8%
JBLU vs WAB
+296.8%
-370.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.6% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -23.9% | -4.1% | -19.8% | -21.4% |
| 3M | -11.6% | +8.2% | -19.8% | -17.6% |
| 6M | -0.2% | +15.4% | -15.6% | -11.0% |
| YTD | -3.3% | +33.1% | -36.4% | -22.2% |
| 1Y | -15.4% | +48.1% | -63.4% | -37.1% |
| 3Y | -14.7% | +167.7% | -182.5% | -58.6% |
| 5Y | -70.0% | +225.7% | -295.7% | -87.3% |
| All | -73.8% | +296.8% | -370.6% | -91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling