-73.8%
JBLU vs WING
+407.7%
-481.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.0% | -5.7% | -1.3% |
| 7D | -5.0% | +7.2% | -12.2% | -6.7% |
| 30D | -23.9% | +4.8% | -28.7% | -25.0% |
| 3M | -11.6% | -23.7% | +12.0% | -6.2% |
| 6M | -0.2% | -43.6% | +43.3% | +13.6% |
| YTD | -3.3% | -50.6% | +47.3% | +13.2% |
| 1Y | -15.4% | -57.0% | +41.6% | +1.6% |
| 3Y | -14.7% | -28.3% | +13.5% | -14.5% |
| 5Y | -70.0% | -32.4% | -37.6% | -71.4% |
| All | -73.8% | +407.7% | -481.5% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling