+1,328.4%
WDC vs JBLU
-15.9%
+1,344.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | +4.4% | -4.8% | +9.2% | +5.2% |
| 30D | +5.3% | -24.4% | +29.7% | +10.0% |
| 3M | -5.9% | -4.8% | -1.1% | -6.2% |
| 6M | +73.2% | -0.5% | +73.7% | +70.1% |
| YTD | +167.8% | -3.5% | +171.4% | +164.3% |
| 1Y | +386.0% | -13.6% | +399.6% | +384.4% |
| All | +1,328.4% | -15.9% | +1,344.3% | +1,278.1% |
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