+46.2%
WM vs JBLU
-17.5%
+63.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.2% | -2.1% |
| 7D | +1.2% | +28.8% | -27.6% | +1.0% |
| 30D | +13.1% | -7.6% | +20.6% | +13.3% |
| 3M | +3.6% | -40.7% | +44.3% | +4.4% |
| 6M | +8.1% | -27.2% | +35.3% | +8.5% |
| YTD | +8.9% | -19.3% | +28.2% | +8.8% |
| 1Y | +20.3% | -13.6% | +34.0% | +20.0% |
| 3Y | +46.2% | -14.7% | +60.8% | +43.0% |
| All | +46.2% | -17.5% | +63.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling