-30.6%
WDAY vs JBLU
-70.3%
+39.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -5.2% | -5.0% | -0.2% | -4.4% |
| 30D | +5.9% | -23.9% | +29.8% | +10.2% |
| 3M | +42.3% | -11.6% | +53.9% | +44.2% |
| 6M | +34.7% | -0.2% | +34.9% | +31.9% |
| YTD | -13.5% | -3.3% | -10.2% | -15.7% |
| 1Y | -18.1% | -15.4% | -2.7% | -18.6% |
| 3Y | -26.4% | -14.7% | -11.6% | -36.0% |
| All | -30.6% | -70.3% | +39.6% | -22.2% |
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