+3.6%
WBD vs JBLU
-70.3%
+73.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.7% | -5.0% | +4.2% | +0.7% |
| 30D | +1.4% | -23.9% | +25.3% | +9.4% |
| 3M | +4.4% | -11.6% | +16.0% | +6.0% |
| 6M | +0.8% | -0.2% | +1.1% | -4.2% |
| YTD | -2.7% | -3.3% | +0.6% | -8.6% |
| 1Y | +73.4% | -15.4% | +88.8% | +68.6% |
| 3Y | +142.1% | -14.7% | +156.9% | +87.9% |
| All | +3.6% | -70.3% | +73.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling