+94.2%
JEPI vs WEC
+48.7%
+45.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -1.4% | -2.6% | +1.2% | -0.8% |
| 3M | +3.5% | -6.0% | +9.6% | +5.0% |
| 6M | +1.9% | -5.4% | +7.4% | +3.1% |
| YTD | +4.4% | +2.5% | +2.0% | +3.5% |
| 1Y | +7.2% | -0.7% | +7.9% | +7.0% |
| 3Y | +29.8% | +38.7% | -9.0% | +18.1% |
| 5Y | +41.7% | +31.7% | +10.1% | +30.6% |
| All | +94.2% | +48.7% | +45.4% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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