+40.8%
JEPI vs WEC
+30.3%
+10.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.0% | -1.3% | -0.8% | -1.7% |
| 30D | -2.0% | -0.4% | -1.6% | -2.0% |
| 3M | +3.8% | -6.8% | +10.6% | +5.6% |
| 6M | +0.8% | -6.4% | +7.2% | +2.4% |
| YTD | +3.7% | +2.5% | +1.2% | +2.7% |
| 1Y | +7.1% | -0.4% | +7.5% | +6.8% |
| 3Y | +29.4% | +38.5% | -9.1% | +16.9% |
| 5Y | +40.8% | +31.7% | +9.1% | +27.7% |
| All | +40.8% | +30.3% | +10.4% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling