-67.0%
JBLU vs WCC
+5,645.7%
-5,712.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.4% |
| 7D | -5.0% | +1.5% | -6.5% | -5.7% |
| 30D | -23.9% | -2.1% | -21.7% | -23.5% |
| 3M | -11.6% | +3.8% | -15.5% | -14.2% |
| 6M | -0.2% | +35.0% | -35.2% | -14.0% |
| YTD | -3.3% | +46.4% | -49.7% | -19.8% |
| 1Y | -15.4% | +63.0% | -78.4% | -33.4% |
| 3Y | -14.7% | +133.9% | -148.7% | -46.3% |
| 5Y | -70.0% | +226.5% | -296.6% | -84.3% |
| 10Y | -72.9% | +536.5% | -609.4% | -90.5% |
| All | -67.0% | +5,645.7% | -5,712.7% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling