+40.8%
JEPI vs WAT
-5.3%
+46.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -2.0% | -2.9% | +0.8% | -1.6% |
| 30D | -2.0% | -3.2% | +1.2% | -1.5% |
| 3M | +3.8% | +10.6% | -6.8% | +1.9% |
| 6M | +0.8% | +34.0% | -33.2% | -4.6% |
| YTD | +3.7% | +5.7% | -2.0% | +2.0% |
| 1Y | +7.1% | +37.1% | -30.0% | +0.1% |
| 3Y | +29.4% | +52.4% | -23.0% | +15.3% |
| 5Y | +40.8% | -4.4% | +45.2% | +35.0% |
| All | +40.8% | -5.3% | +46.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling