-73.8%
JBLU vs WST
+344.2%
-418.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -5.0% | +1.8% | -6.8% | -5.3% |
| 30D | -23.9% | -1.7% | -22.2% | -23.6% |
| 3M | -11.6% | +4.9% | -16.5% | -12.5% |
| 6M | -0.2% | +45.5% | -45.8% | -6.6% |
| YTD | -3.3% | +26.1% | -29.4% | -7.5% |
| 1Y | -15.4% | +31.7% | -47.1% | -19.9% |
| 3Y | -14.7% | -12.1% | -2.7% | -17.5% |
| 5Y | -70.0% | -23.6% | -46.5% | -71.8% |
| All | -73.8% | +344.2% | -418.0% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling