-73.8%
JBLU vs WWD
+498.2%
-572.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.7% |
| 7D | -5.0% | -2.6% | -2.4% | -3.3% |
| 30D | -23.9% | -6.9% | -16.9% | -20.3% |
| 3M | -11.6% | -13.0% | +1.4% | -4.1% |
| 6M | -0.2% | -12.5% | +12.2% | +8.4% |
| YTD | -3.3% | +11.8% | -15.1% | -11.5% |
| 1Y | -15.4% | +41.1% | -56.4% | -34.7% |
| 3Y | -14.7% | +163.1% | -177.8% | -59.7% |
| 5Y | -70.0% | +187.6% | -257.7% | -87.0% |
| All | -73.8% | +498.2% | -572.0% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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