+1,033.3%
WMB vs JBLU
-59.3%
+1,092.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.6% | +2.8% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +7.7% | -25.5% | +33.2% | +14.3% |
| 3M | +6.7% | -5.0% | +11.7% | +6.3% |
| 6M | +3.6% | +0.7% | +3.0% | -0.1% |
| YTD | +28.0% | -0.7% | +28.7% | +22.2% |
| 1Y | +37.6% | -12.7% | +50.4% | +34.2% |
| 3Y | +149.0% | -12.7% | +161.8% | +110.0% |
| 5Y | +285.3% | -69.3% | +354.6% | +302.7% |
| 10Y | +302.1% | -73.0% | +375.1% | +293.3% |
| All | +1,033.3% | -59.3% | +1,092.6% | +573.9% |
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