+4,358.7%
SHW vs JBLU
-59.3%
+4,418.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -11.6% | -25.5% | +13.9% | -7.2% |
| 3M | +9.1% | -5.0% | +14.2% | +9.7% |
| 6M | -0.7% | +0.7% | -1.3% | -1.9% |
| YTD | +1.4% | -0.7% | +2.0% | -0.3% |
| 1Y | -12.3% | -12.7% | +0.5% | -12.3% |
| 3Y | +23.4% | -12.7% | +36.1% | +13.0% |
| 5Y | +15.0% | -69.3% | +84.3% | +22.5% |
| 10Y | +278.3% | -73.0% | +351.3% | +275.7% |
| All | +4,358.7% | -59.3% | +4,418.0% | +2,949.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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