-14.7%
JBLU vs WWD
+167.6%
-182.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.4% |
| 7D | -5.0% | -2.6% | -2.4% | -3.7% |
| 30D | -23.9% | -6.9% | -16.9% | -21.2% |
| 3M | -11.6% | -13.0% | +1.4% | -6.1% |
| 6M | -0.2% | -12.5% | +12.2% | +5.9% |
| YTD | -3.3% | +11.8% | -15.1% | -7.5% |
| 1Y | -15.4% | +41.1% | -56.4% | -27.0% |
| 3Y | -14.7% | +163.1% | -177.8% | -36.3% |
| All | -14.7% | +167.6% | -182.3% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling