-67.1%
JBLU vs WAB
+3,835.4%
-3,902.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | -24.4% | -5.9% | -18.6% | -21.5% |
| 3M | -4.8% | +9.4% | -14.1% | -10.7% |
| 6M | -0.5% | +13.8% | -14.3% | -8.6% |
| YTD | -3.5% | +31.8% | -35.3% | -18.9% |
| 1Y | -13.6% | +48.5% | -62.1% | -32.5% |
| 3Y | -15.3% | +167.0% | -182.2% | -53.6% |
| 5Y | -70.1% | +222.3% | -292.4% | -85.2% |
| 10Y | -72.9% | +289.6% | -362.6% | -88.8% |
| All | -67.1% | +3,835.4% | -3,902.4% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling