+324.8%
WM vs JBLU
-78.9%
+403.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +0.8% | +12.9% | -12.2% | 0.0% |
| 30D | +13.8% | +11.0% | +2.8% | +12.8% |
| 3M | +6.4% | -30.8% | +37.2% | +8.4% |
| 6M | +13.2% | -19.0% | +32.2% | +13.8% |
| YTD | +10.8% | -11.6% | +22.4% | +9.8% |
| 1Y | +20.2% | -7.4% | +27.6% | +18.7% |
| 3Y | +46.5% | +3.9% | +42.6% | +35.5% |
| 5Y | +61.3% | -73.9% | +135.1% | +68.1% |
| 10Y | +324.8% | -79.1% | +403.9% | +331.7% |
| All | +324.8% | -78.9% | +403.7% | +331.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling