-67.0%
JBLU vs WY
+120.9%
-187.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -5.0% | -4.2% | -0.8% | -2.4% |
| 30D | -23.9% | -10.1% | -13.8% | -18.6% |
| 3M | -11.6% | -8.5% | -3.2% | -7.1% |
| 6M | -0.2% | -3.3% | +3.1% | +1.6% |
| YTD | -3.3% | -4.4% | +1.1% | -1.0% |
| 1Y | -15.4% | -11.5% | -3.9% | -9.1% |
| 3Y | -14.7% | -24.3% | +9.6% | +2.0% |
| 5Y | -70.0% | -21.3% | -48.7% | -64.8% |
| 10Y | -72.9% | +7.0% | -79.9% | -75.8% |
| All | -67.0% | +120.9% | -187.9% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling