+94.2%
JEPI vs WING
+5.7%
+88.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.3% | +0.3% |
| 7D | -1.0% | +7.2% | -8.2% | -1.5% |
| 30D | -1.4% | +4.8% | -6.2% | -1.9% |
| 3M | +3.5% | -23.7% | +27.2% | +5.3% |
| 6M | +1.9% | -43.6% | +45.5% | +5.7% |
| YTD | +4.4% | -50.6% | +55.0% | +8.9% |
| 1Y | +7.2% | -57.0% | +64.2% | +12.7% |
| 3Y | +29.8% | -28.3% | +58.0% | +27.3% |
| 5Y | +41.7% | -32.4% | +74.1% | +34.3% |
| All | +94.2% | +5.7% | +88.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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