+40.8%
JEPI vs WING
-35.5%
+76.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.0% | +0.2% | -2.3% | -2.1% |
| 30D | -2.0% | -0.5% | -1.5% | -2.1% |
| 3M | +3.8% | -23.9% | +27.7% | +5.6% |
| 6M | +0.8% | -48.9% | +49.7% | +5.6% |
| YTD | +3.7% | -53.3% | +57.1% | +8.9% |
| 1Y | +7.1% | -60.3% | +67.4% | +13.7% |
| 3Y | +29.4% | -30.1% | +59.5% | +25.6% |
| 5Y | +40.8% | -36.2% | +76.9% | +32.2% |
| All | +40.8% | -35.5% | +76.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling