+94.9%
JEPI vs WING
-1.2%
+96.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -0.6% | -6.0% | +5.4% | -0.3% |
| 3M | +4.8% | -23.5% | +28.3% | +6.5% |
| 6M | +2.1% | -52.0% | +54.1% | +7.1% |
| YTD | +4.8% | -53.8% | +58.6% | +9.9% |
| 1Y | +8.4% | -63.8% | +72.2% | +15.6% |
| 3Y | +30.8% | -30.8% | +61.6% | +28.5% |
| 5Y | +41.0% | -34.3% | +75.3% | +33.9% |
| All | +94.9% | -1.2% | +96.1% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling