-26.6%
WDAY vs JBLU
-15.9%
-10.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -10.5% | -4.8% | -5.8% | -10.2% |
| 30D | +2.1% | -24.4% | +26.5% | +4.4% |
| 3M | +34.6% | -4.8% | +39.4% | +34.9% |
| 6M | +29.9% | -0.5% | +30.4% | +28.6% |
| YTD | -13.8% | -3.5% | -10.3% | -14.8% |
| 1Y | -18.3% | -13.6% | -4.7% | -18.5% |
| All | -26.6% | -15.9% | -10.7% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling