+29.8%
JEPI vs NWSA
+43.3%
-13.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.0% | -2.8% | +1.8% | -0.4% |
| 30D | -1.4% | +3.0% | -4.5% | -2.1% |
| 3M | +3.5% | +12.3% | -8.8% | +0.7% |
| 6M | +1.9% | +21.9% | -19.9% | -3.0% |
| YTD | +4.4% | +13.6% | -9.1% | +1.1% |
| 1Y | +7.2% | +0.5% | +6.7% | +7.2% |
| 3Y | +29.8% | +43.8% | -14.0% | +17.3% |
| All | +29.8% | +43.3% | -13.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling