+94.9%
JEPI vs WAT
+117.6%
-22.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | -0.6% | -1.0% | +0.4% | -0.5% |
| 3M | +4.8% | +10.9% | -6.1% | +2.9% |
| 6M | +2.1% | +33.2% | -31.1% | -3.2% |
| YTD | +4.8% | +6.1% | -1.2% | +3.1% |
| 1Y | +8.4% | +30.2% | -21.8% | +2.6% |
| 3Y | +30.8% | +52.9% | -22.1% | +17.5% |
| 5Y | +41.0% | -5.1% | +46.1% | +34.8% |
| All | +94.9% | +117.6% | -22.7% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling