-66.1%
JBLU vs WST
+5,867.9%
-5,934.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -25.5% | -4.6% | -20.9% | -24.2% |
| 3M | -5.0% | +5.7% | -10.7% | -7.2% |
| 6M | +0.7% | +37.6% | -36.9% | -10.7% |
| YTD | -0.7% | +23.0% | -23.7% | -8.4% |
| 1Y | -12.7% | +33.8% | -46.6% | -22.7% |
| 3Y | -12.7% | -13.4% | +0.6% | -18.0% |
| 5Y | -69.3% | -27.0% | -42.3% | -70.2% |
| 10Y | -73.0% | +324.5% | -397.6% | -90.5% |
| All | -66.1% | +5,867.9% | -5,934.0% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling