+21.2%
WM vs JBLU
-14.2%
+35.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +3.2% | +2.5% | +0.8% | +3.3% |
| 30D | +13.0% | +24.9% | -11.9% | +14.2% |
| 3M | +9.2% | -35.2% | +44.4% | +8.7% |
| 6M | +13.6% | -20.0% | +33.6% | +13.7% |
| YTD | +12.4% | -17.4% | +29.8% | +12.2% |
| 1Y | +21.2% | -13.0% | +34.2% | +21.3% |
| All | +21.2% | -14.2% | +35.4% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling