+11.4%
WBD vs JBLU
-72.4%
+83.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -5.0% | +4.2% | +0.8% |
| 30D | +1.4% | -23.9% | +25.3% | +10.1% |
| 3M | +4.4% | -11.6% | +16.0% | +6.2% |
| 6M | +0.8% | -0.2% | +1.1% | -4.3% |
| YTD | -2.7% | -3.3% | +0.6% | -8.7% |
| 1Y | +73.4% | -15.4% | +88.8% | +68.5% |
| 3Y | +142.1% | -14.7% | +156.9% | +96.0% |
| 5Y | +7.2% | -70.0% | +77.3% | +26.7% |
| All | +11.4% | -72.4% | +83.8% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling