+10.6%
JEPI vs WAB
+46.5%
-35.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +1.5% | +4.5% | -3.1% | +0.7% |
| 30D | +3.6% | +1.1% | +2.5% | +3.3% |
| 3M | +2.3% | -1.3% | +3.6% | +2.4% |
| 6M | +5.6% | +12.7% | -7.1% | +2.9% |
| YTD | +7.5% | +38.7% | -31.2% | -1.6% |
| 1Y | +10.6% | +44.9% | -34.3% | -0.2% |
| All | +10.6% | +46.5% | -35.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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