+604.4%
WFC vs JBLU
-60.6%
+665.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.9% |
| 7D | +0.4% | -5.6% | +6.1% | +2.2% |
| 30D | +2.5% | -22.3% | +24.8% | +10.3% |
| 3M | +10.0% | -11.0% | +21.0% | +11.9% |
| 6M | +15.1% | -3.1% | +18.2% | +11.1% |
| YTD | -2.2% | -3.7% | +1.5% | -6.8% |
| 1Y | +13.5% | -14.8% | +28.2% | +11.5% |
| 3Y | +135.2% | -15.4% | +150.7% | +93.2% |
| 5Y | +128.3% | -71.4% | +199.7% | +158.9% |
| 10Y | +142.4% | -73.0% | +215.4% | +149.5% |
| All | +604.4% | -60.6% | +665.0% | +291.3% |
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