+310.4%
WM vs JBLU
-73.6%
+384.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | -1.2% | -5.6% | +4.4% | -0.8% |
| 30D | -4.5% | -22.3% | +17.9% | -3.0% |
| 3M | -2.2% | -11.0% | +8.8% | -1.9% |
| 6M | -11.5% | -3.1% | -8.4% | -12.2% |
| YTD | -0.7% | -3.7% | +3.1% | -1.7% |
| 1Y | +0.3% | -14.8% | +15.1% | -0.1% |
| 3Y | +44.2% | -15.4% | +59.6% | +36.6% |
| 5Y | +51.6% | -71.4% | +123.0% | +57.3% |
| 10Y | +310.4% | -73.0% | +383.4% | +308.0% |
| All | +310.4% | -73.6% | +384.1% | +308.0% |
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 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