+27.4%
WMT vs JBLU
-12.5%
+39.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.9% | -8.5% | +3.3% |
| 7D | +8.8% | +24.9% | -16.2% | +8.6% |
| 30D | +22.9% | -12.3% | +35.3% | +23.2% |
| 3M | +16.1% | -44.5% | +60.5% | +17.1% |
| 6M | -0.5% | -25.7% | +25.2% | -0.2% |
| YTD | +16.7% | -21.8% | +38.4% | +16.7% |
| 1Y | +27.4% | -12.7% | +40.1% | +26.8% |
| All | +27.4% | -12.5% | +39.9% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling