+330.3%
WM vs JBLU
-80.5%
+410.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +3.2% | +2.5% | +0.8% | +3.0% |
| 30D | +13.0% | +24.9% | -11.9% | +11.3% |
| 3M | +9.2% | -35.2% | +44.4% | +11.7% |
| 6M | +13.6% | -20.0% | +33.6% | +14.2% |
| YTD | +12.4% | -17.4% | +29.8% | +11.8% |
| 1Y | +21.2% | -13.0% | +34.2% | +20.1% |
| 3Y | +48.7% | -5.3% | +54.0% | +38.4% |
| 5Y | +61.9% | -75.2% | +137.1% | +69.1% |
| All | +330.3% | -80.5% | +410.8% | +341.1% |
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