+122.9%
WFC vs JBLU
-70.3%
+193.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.4% | -5.0% | +5.3% | +1.3% |
| 30D | +1.5% | -23.9% | +25.4% | +6.5% |
| 3M | +10.2% | -11.6% | +21.9% | +11.7% |
| 6M | +18.8% | -0.2% | +19.0% | +15.8% |
| YTD | -1.5% | -3.3% | +1.8% | -4.2% |
| 1Y | +13.5% | -15.4% | +28.9% | +12.9% |
| 3Y | +135.0% | -14.7% | +149.7% | +105.1% |
| All | +122.9% | -70.3% | +193.1% | +156.0% |
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 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