-9.0%
JBLU vs WAT
+41.4%
-50.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -3.5% | -1.3% | -2.3% | -3.0% |
| 30D | -27.2% | +2.3% | -29.5% | -27.9% |
| 3M | -4.3% | +8.7% | -13.1% | -7.7% |
| 6M | -8.3% | +28.3% | -36.6% | -17.8% |
| YTD | +1.8% | +7.8% | -6.0% | -4.3% |
| 1Y | -9.0% | +36.6% | -45.6% | -14.1% |
| All | -9.0% | +41.4% | -50.5% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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