-12.7%
JBLU vs WCN
+16.1%
-28.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.2% | +12.3% |
| 7D | +24.9% | +6.7% | +18.2% | +26.3% |
| 30D | -12.3% | +24.3% | -36.6% | -10.4% |
| 3M | -44.5% | +16.1% | -60.6% | -43.2% |
| 6M | -25.7% | +19.9% | -45.6% | -24.2% |
| YTD | -21.8% | +10.1% | -31.8% | -19.7% |
| 1Y | -12.7% | +14.4% | -27.2% | -10.1% |
| All | -12.7% | +16.1% | -28.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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