-70.7%
JBLU vs WAT
-3.5%
-67.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.6% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -23.9% | -1.9% | -22.0% | -23.2% |
| 3M | -11.6% | +13.5% | -25.2% | -17.1% |
| 6M | -0.2% | +37.2% | -37.5% | -15.6% |
| YTD | -3.3% | +7.5% | -10.8% | -7.9% |
| 1Y | -15.4% | +35.0% | -50.4% | -28.7% |
| 3Y | -14.7% | +55.1% | -69.8% | -35.7% |
| All | -70.7% | -3.5% | -67.3% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling