-14.9%
JBLU vs WST
-11.8%
-3.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.1% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -24.4% | -2.0% | -22.4% | -24.2% |
| 3M | -4.8% | +4.1% | -8.9% | -5.5% |
| 6M | -0.5% | +47.4% | -47.9% | -5.8% |
| YTD | -3.5% | +25.4% | -28.9% | -7.4% |
| 1Y | -13.6% | +35.3% | -48.9% | -17.9% |
| All | -14.9% | -11.8% | -3.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling