-67.0%
JBLU vs WTW
+610.9%
-677.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -5.0% | -5.7% | +0.7% | -1.8% |
| 30D | -23.9% | -7.3% | -16.6% | -20.7% |
| 3M | -11.6% | +21.5% | -33.1% | -20.8% |
| 6M | -0.2% | +9.6% | -9.9% | -6.0% |
| YTD | -3.3% | -3.3% | 0.0% | -2.6% |
| 1Y | -15.4% | -6.1% | -9.2% | -13.4% |
| 3Y | -14.7% | +61.8% | -76.6% | -35.6% |
| 5Y | -70.0% | +42.7% | -112.7% | -75.8% |
| 10Y | -72.9% | +197.2% | -270.1% | -85.6% |
| All | -67.0% | +610.9% | -677.9% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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