+282.6%
WDAY vs JBLU
-10.7%
+293.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.4% |
| 7D | -6.1% | +1.1% | -7.2% | -6.3% |
| 30D | +3.7% | -25.5% | +29.2% | +8.9% |
| 3M | +29.6% | -5.0% | +34.6% | +29.7% |
| 6M | +23.3% | +0.7% | +22.7% | +20.2% |
| YTD | -13.3% | -0.7% | -12.6% | -16.1% |
| 1Y | -19.6% | -12.7% | -6.9% | -20.7% |
| 3Y | -25.7% | -12.7% | -12.9% | -34.5% |
| 5Y | -31.6% | -69.3% | +37.7% | -26.3% |
| 10Y | +109.9% | -73.0% | +183.0% | +111.5% |
| All | +282.6% | -10.7% | +293.3% | +193.3% |
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