-13.6%
JBLU vs WETO
-99.2%
+85.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +20.4% | -15.2% | +5.1% |
| 7D | +28.8% | +36.5% | -7.7% | +28.8% |
| 30D | -7.6% | -14.4% | +6.9% | -7.7% |
| 3M | -40.7% | -82.5% | +41.8% | -40.8% |
| 6M | -27.2% | -97.9% | +70.7% | -25.9% |
| YTD | -19.3% | -98.8% | +79.5% | -13.8% |
| 1Y | -13.6% | -99.1% | +85.5% | -7.5% |
| All | -13.6% | -99.2% | +85.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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