+11,732.4%
WDC vs JBLU
-60.6%
+11,793.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.9% |
| 7D | +7.5% | -5.6% | +13.1% | +9.2% |
| 30D | +10.1% | -22.3% | +32.4% | +17.8% |
| 3M | -6.8% | -11.0% | +4.2% | -5.3% |
| 6M | +84.1% | -3.1% | +87.2% | +79.7% |
| YTD | +180.3% | -3.7% | +184.0% | +172.5% |
| 1Y | +411.1% | -14.8% | +425.9% | +408.5% |
| 3Y | +1,375.0% | -15.4% | +1,390.4% | +1,157.4% |
| 5Y | +991.6% | -71.4% | +1,062.9% | +1,159.9% |
| 10Y | +1,309.1% | -73.0% | +1,382.1% | +1,408.2% |
| All | +11,732.4% | -60.6% | +11,793.0% | +7,987.0% |
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