+2,485.6%
WELL vs JBLU
-59.3%
+2,545.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +0.5% | -25.5% | +26.1% | +5.9% |
| 3M | +19.1% | -5.0% | +24.1% | +18.7% |
| 6M | +17.0% | +0.7% | +16.3% | +13.7% |
| YTD | +29.2% | -0.7% | +29.9% | +24.5% |
| 1Y | +42.1% | -12.7% | +54.9% | +39.7% |
| 3Y | +204.5% | -12.7% | +217.3% | +162.9% |
| 5Y | +211.0% | -69.3% | +280.2% | +226.3% |
| 10Y | +337.6% | -73.0% | +410.6% | +338.0% |
| All | +2,485.6% | -59.3% | +2,545.0% | +1,643.0% |
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