-67.0%
JBLU vs WSM
+2,960.2%
-3,027.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.0% | -0.5% | -4.4% | -4.8% |
| 30D | -23.9% | -7.7% | -16.2% | -21.3% |
| 3M | -11.6% | +3.8% | -15.4% | -13.0% |
| 6M | -0.2% | +22.7% | -22.9% | -7.7% |
| YTD | -3.3% | +28.0% | -31.3% | -11.9% |
| 1Y | -15.4% | +12.7% | -28.1% | -19.3% |
| 3Y | -14.7% | +231.3% | -246.0% | -49.9% |
| 5Y | -70.0% | +177.2% | -247.2% | -81.9% |
| 10Y | -72.9% | +1,065.8% | -1,138.6% | -92.2% |
| All | -67.0% | +2,960.2% | -3,027.2% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling