-67.0%
JBLU vs WPM
+5,933.8%
-6,000.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | -23.9% | +14.4% | -38.3% | -24.7% |
| 3M | -11.6% | +37.0% | -48.6% | -13.8% |
| 6M | -0.2% | +4.1% | -4.3% | -0.8% |
| YTD | -3.3% | +31.7% | -35.0% | -5.4% |
| 1Y | -15.4% | +44.2% | -59.6% | -17.8% |
| 3Y | -14.7% | +265.5% | -280.2% | -22.4% |
| 5Y | -70.0% | +262.5% | -332.5% | -72.9% |
| 10Y | -72.9% | +539.8% | -612.7% | -76.7% |
| All | -67.0% | +5,933.8% | -6,000.9% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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