+132.8%
WFC vs JBLU
-15.9%
+148.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +0.3% | -4.8% | +5.1% | +0.9% |
| 30D | +2.3% | -24.4% | +26.7% | +5.9% |
| 3M | +9.8% | -4.8% | +14.5% | +9.8% |
| 6M | +15.6% | -0.5% | +16.0% | +13.6% |
| YTD | -2.4% | -3.5% | +1.1% | -4.2% |
| 1Y | +13.8% | -13.6% | +27.4% | +13.2% |
| All | +132.8% | -15.9% | +148.7% | +113.9% |
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