+93.8%
JEPI vs WCN
+83.3%
+10.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.1% | -1.7% | +0.6% | -0.7% |
| 30D | -1.3% | -3.0% | +1.7% | -0.5% |
| 3M | +3.3% | +2.5% | +0.8% | +2.4% |
| 6M | +1.0% | -5.7% | +6.7% | +2.4% |
| YTD | +4.2% | -7.4% | +11.7% | +6.0% |
| 1Y | +7.9% | -8.6% | +16.6% | +10.1% |
| 3Y | +30.0% | +19.4% | +10.6% | +20.5% |
| 5Y | +40.9% | +27.2% | +13.7% | +26.1% |
| All | +93.8% | +83.3% | +10.5% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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