-12.7%
JBLU vs WY
+0.3%
-13.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.6% | +6.3% | +8.6% |
| 7D | +24.9% | +13.3% | +11.6% | +17.0% |
| 30D | -12.3% | +17.6% | -29.9% | -20.2% |
| 3M | -44.5% | -15.0% | -29.4% | -37.8% |
| 6M | -25.7% | -5.9% | -19.8% | -22.4% |
| YTD | -21.8% | -5.7% | -16.0% | -17.4% |
| 1Y | -12.7% | -0.2% | -12.5% | -11.5% |
| All | -12.7% | +0.3% | -13.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling