-9.0%
JBLU vs WCC
+61.8%
-70.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.4% | -1.4% |
| 7D | -3.5% | +4.5% | -8.0% | -5.6% |
| 30D | -27.2% | -5.8% | -21.4% | -25.3% |
| 3M | -4.3% | -3.7% | -0.7% | -3.6% |
| 6M | -8.3% | +23.1% | -31.4% | -20.4% |
| YTD | +1.8% | +44.2% | -42.4% | -18.0% |
| 1Y | -9.0% | +62.1% | -71.1% | -31.4% |
| All | -9.0% | +61.8% | -70.8% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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