+93.8%
JEPI vs WAB
+404.4%
-310.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -1.1% | +0.2% | -1.4% | -1.2% |
| 30D | -1.3% | -4.6% | +3.3% | -0.3% |
| 3M | +3.3% | +5.6% | -2.3% | +1.8% |
| 6M | +1.0% | +13.8% | -12.8% | -2.4% |
| YTD | +4.2% | +31.9% | -27.6% | -2.7% |
| 1Y | +7.9% | +48.3% | -40.3% | -2.0% |
| 3Y | +30.0% | +167.1% | -137.1% | +3.5% |
| 5Y | +40.9% | +222.9% | -182.0% | +7.4% |
| All | +93.8% | +404.4% | -310.6% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling