-67.1%
JBLU vs WWD
+3,296.6%
-3,363.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.0% |
| 7D | -4.8% | -2.9% | -1.9% | -3.3% |
| 30D | -24.4% | -6.6% | -17.8% | -21.9% |
| 3M | -4.8% | -9.3% | +4.5% | -0.6% |
| 6M | -0.5% | -13.6% | +13.2% | +7.1% |
| YTD | -3.5% | +10.4% | -13.9% | -8.6% |
| 1Y | -13.6% | +39.9% | -53.5% | -28.0% |
| 3Y | -15.3% | +165.0% | -180.3% | -50.4% |
| 5Y | -70.1% | +183.8% | -253.9% | -83.2% |
| 10Y | -72.9% | +486.6% | -559.6% | -89.3% |
| All | -67.1% | +3,296.6% | -3,363.6% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling