-67.1%
JBLU vs WEC
+1,726.6%
-1,793.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.7% |
| 7D | -5.6% | +0.4% | -6.0% | -5.8% |
| 30D | -22.3% | +0.9% | -23.2% | -22.8% |
| 3M | -11.0% | -5.3% | -5.6% | -8.9% |
| 6M | -3.1% | -6.6% | +3.5% | -0.5% |
| YTD | -3.7% | +3.3% | -7.0% | -5.9% |
| 1Y | -14.8% | +2.1% | -16.9% | -16.3% |
| 3Y | -15.4% | +39.6% | -55.0% | -29.5% |
| 5Y | -71.4% | +31.2% | -102.5% | -76.0% |
| 10Y | -73.0% | +148.4% | -221.4% | -86.0% |
| All | -67.1% | +1,726.6% | -1,793.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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