+93.8%
JEPI vs BWA
+174.3%
-80.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | -1.3% | -5.6% | +4.3% | -0.6% |
| 3M | +3.3% | -10.7% | +14.0% | +4.7% |
| 6M | +1.0% | +23.2% | -22.2% | -2.6% |
| YTD | +4.2% | +46.0% | -41.8% | -2.6% |
| 1Y | +7.9% | +51.2% | -43.2% | +0.2% |
| 3Y | +30.0% | +69.6% | -39.5% | +16.4% |
| 5Y | +40.9% | +86.6% | -45.7% | +22.0% |
| All | +93.8% | +174.3% | -80.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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