+94.9%
JEPI vs WEC
+51.2%
+43.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +4.8% | -2.9% | +7.7% | +5.5% |
| 6M | +2.1% | -5.9% | +8.0% | +3.5% |
| YTD | +4.8% | +4.1% | +0.7% | +3.5% |
| 1Y | +8.4% | +3.1% | +5.3% | +7.2% |
| 3Y | +30.8% | +40.8% | -10.0% | +18.6% |
| 5Y | +41.0% | +31.7% | +9.3% | +29.8% |
| All | +94.9% | +51.2% | +43.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling