-22.1%
WULF vs JBLU
-12.5%
-9.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +11.9% | -18.6% | -10.7% |
| 7D | -12.8% | +24.9% | -37.7% | -20.4% |
| 30D | -20.9% | -12.3% | -8.6% | -17.4% |
| 3M | -38.0% | -44.5% | +6.4% | -24.0% |
| 6M | -47.5% | -25.7% | -21.8% | -42.2% |
| YTD | +1.8% | -21.8% | +23.6% | -3.9% |
| 1Y | -22.1% | -12.7% | -9.3% | -36.0% |
| All | -22.1% | -12.5% | -9.5% | -36.0% |
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