-9.0%
JBLU vs WSM
+19.9%
-28.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -1.2% |
| 7D | -3.5% | -3.3% | -0.3% | -1.0% |
| 30D | -27.2% | -8.4% | -18.8% | -22.0% |
| 3M | -4.3% | +9.7% | -14.0% | -11.2% |
| 6M | -8.3% | +16.7% | -25.0% | -19.8% |
| YTD | +1.8% | +28.7% | -26.9% | -12.3% |
| 1Y | -9.0% | +13.7% | -22.7% | -21.6% |
| All | -9.0% | +19.9% | -28.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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