-70.7%
JBLU vs WAB
+221.8%
-292.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.7% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -23.9% | -4.1% | -19.8% | -21.0% |
| 3M | -11.6% | +8.2% | -19.8% | -18.9% |
| 6M | -0.2% | +15.4% | -15.6% | -13.4% |
| YTD | -3.3% | +33.1% | -36.4% | -26.0% |
| 1Y | -15.4% | +48.1% | -63.4% | -41.2% |
| 3Y | -14.7% | +167.7% | -182.5% | -65.3% |
| All | -70.7% | +221.8% | -292.5% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling