+297.5%
WBD vs JBLU
-67.2%
+364.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -0.6% | -4.8% | +4.2% | +0.7% |
| 30D | +4.2% | -24.4% | +28.6% | +12.0% |
| 3M | +7.5% | -4.8% | +12.3% | +7.0% |
| 6M | +1.6% | -0.5% | +2.0% | -2.5% |
| YTD | -2.2% | -3.5% | +1.4% | -6.7% |
| 1Y | +124.9% | -13.6% | +138.5% | +119.4% |
| 3Y | +149.1% | -15.3% | +164.4% | +116.6% |
| 5Y | +7.8% | -70.1% | +77.9% | +24.0% |
| 10Y | +14.9% | -72.9% | +87.8% | +25.2% |
| All | +297.5% | -67.2% | +364.7% | +197.5% |
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 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