+94.2%
JEPI vs WAT
+120.5%
-26.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.4% | -1.9% | +0.5% | -1.2% |
| 3M | +3.5% | +13.5% | -10.0% | +1.3% |
| 6M | +1.9% | +37.2% | -35.3% | -3.8% |
| YTD | +4.4% | +7.5% | -3.1% | +2.5% |
| 1Y | +7.2% | +35.0% | -27.8% | +0.8% |
| 3Y | +29.8% | +55.1% | -25.3% | +16.3% |
| 5Y | +41.7% | -2.8% | +44.5% | +35.0% |
| All | +94.2% | +120.5% | -26.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling