+1,188.5%
WDC vs JBLU
-72.4%
+1,260.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -5.0% | +0.7% | -2.9% |
| 30D | -1.5% | -23.9% | +22.4% | +6.2% |
| 3M | -15.5% | -11.6% | -3.8% | -14.1% |
| 6M | +66.5% | -0.2% | +66.7% | +60.7% |
| YTD | +159.9% | -3.3% | +163.2% | +151.6% |
| 1Y | +366.0% | -15.4% | +381.3% | +363.7% |
| 3Y | +1,285.8% | -14.7% | +1,300.6% | +1,036.9% |
| 5Y | +925.6% | -70.0% | +995.6% | +1,103.0% |
| All | +1,188.5% | -72.4% | +1,260.9% | +1,384.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling