-15.4%
JBLU vs WETO
-98.9%
+83.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.7% | +0.2% |
| 7D | -5.0% | -4.3% | -0.7% | -5.0% |
| 30D | -23.9% | -39.9% | +16.0% | -23.8% |
| 3M | -11.6% | -97.9% | +86.2% | -1.9% |
| 6M | -0.2% | -95.0% | +94.8% | +1.5% |
| YTD | -3.3% | -97.2% | +93.9% | -2.7% |
| 1Y | -15.4% | -98.9% | +83.5% | -19.6% |
| All | -15.4% | -98.9% | +83.5% | -19.6% |
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