+94.2%
JEPI vs FWONK
+200.8%
-106.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.4% | -7.7% | +6.3% | -0.2% |
| 3M | +3.5% | +5.7% | -2.2% | +2.5% |
| 6M | +1.9% | +13.5% | -11.5% | -0.4% |
| YTD | +4.4% | -3.0% | +7.4% | +4.6% |
| 1Y | +7.2% | -6.4% | +13.6% | +7.9% |
| 3Y | +29.8% | +43.8% | -14.1% | +20.7% |
| 5Y | +41.7% | +98.6% | -56.8% | +25.1% |
| All | +94.2% | +200.8% | -106.6% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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