+940.0%
WMB vs JBLU
-66.2%
+1,006.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +7.8% | +2.5% | +5.4% | +7.2% |
| 30D | -5.1% | +24.9% | -30.0% | -10.6% |
| 3M | -4.7% | -35.2% | +30.5% | +2.4% |
| 6M | -7.4% | -20.0% | +12.6% | -6.4% |
| YTD | +17.5% | -17.4% | +34.8% | +14.6% |
| 1Y | +19.5% | -13.0% | +32.4% | +14.9% |
| 3Y | +121.3% | -5.3% | +126.6% | +79.3% |
| 5Y | +200.5% | -75.2% | +275.7% | +225.0% |
| 10Y | +281.9% | -80.5% | +362.3% | +296.4% |
| All | +940.0% | -66.2% | +1,006.2% | +532.2% |
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