+1,537.0%
WM vs JBLU
-67.0%
+1,604.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.2% | -7.2% | -2.6% |
| 7D | +1.2% | +28.8% | -27.6% | -1.6% |
| 30D | +13.1% | -7.6% | +20.6% | +13.3% |
| 3M | +3.6% | -40.7% | +44.3% | +8.7% |
| 6M | +8.1% | -27.2% | +35.3% | +10.0% |
| YTD | +8.9% | -19.3% | +28.2% | +8.2% |
| 1Y | +20.3% | -13.6% | +34.0% | +18.5% |
| 3Y | +46.2% | -14.7% | +60.8% | +33.9% |
| 5Y | +59.9% | -77.2% | +137.1% | +69.5% |
| 10Y | +345.6% | -78.4% | +424.0% | +342.0% |
| All | +1,537.0% | -67.0% | +1,604.0% | +1,096.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling