+1,410.7%
WM vs JBLU
-58.4%
+1,469.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | -2.4% | -27.2% | +24.8% | +0.9% |
| 3M | +0.4% | -4.3% | +4.8% | +0.2% |
| 6M | -9.5% | -8.3% | -1.2% | -10.1% |
| YTD | +0.5% | +1.8% | -1.3% | -1.9% |
| 1Y | -1.1% | -9.0% | +7.9% | -2.5% |
| 3Y | +46.0% | -21.9% | +68.0% | +36.7% |
| 5Y | +51.8% | -69.0% | +120.8% | +56.0% |
| 10Y | +307.5% | -70.8% | +378.3% | +292.6% |
| All | +1,410.7% | -58.4% | +1,469.0% | +984.8% |
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