-14.7%
JBLU vs WCN
+18.4%
-33.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.5% |
| 30D | -23.9% | -3.4% | -20.5% | -23.5% |
| 3M | -11.6% | +3.0% | -14.6% | -12.5% |
| 6M | -0.2% | -3.8% | +3.5% | +0.3% |
| YTD | -3.3% | -8.3% | +5.0% | -1.8% |
| 1Y | -15.4% | -9.7% | -5.6% | -13.6% |
| 3Y | -14.7% | +17.2% | -31.9% | -27.2% |
| All | -14.7% | +18.4% | -33.1% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling