-73.8%
JBLU vs WYNN
+1.1%
-74.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -5.0% | -4.2% | -0.8% | -2.8% |
| 30D | -23.9% | -14.6% | -9.3% | -17.2% |
| 3M | -11.6% | -18.4% | +6.8% | -1.8% |
| 6M | -0.2% | -11.9% | +11.7% | +7.0% |
| YTD | -3.3% | -26.6% | +23.3% | +13.9% |
| 1Y | -15.4% | -28.5% | +13.1% | -0.1% |
| 3Y | -14.7% | -5.1% | -9.6% | -14.5% |
| 5Y | -70.0% | -10.5% | -59.5% | -70.7% |
| All | -73.8% | +1.1% | -74.9% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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