+916.1%
WDC vs JBLU
-70.3%
+986.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.3% | -5.0% | +0.7% | -3.2% |
| 30D | -1.5% | -23.9% | +22.4% | +4.6% |
| 3M | -15.5% | -11.6% | -3.8% | -14.4% |
| 6M | +66.5% | -0.2% | +66.7% | +61.8% |
| YTD | +159.9% | -3.3% | +163.2% | +153.6% |
| 1Y | +366.0% | -15.4% | +381.3% | +364.8% |
| 3Y | +1,285.8% | -14.7% | +1,300.6% | +1,071.5% |
| All | +916.1% | -70.3% | +986.3% | +1,152.2% |
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