+7.2%
JEPI vs WPM
+46.6%
-39.4%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.4% | +14.4% | -15.8% | -2.1% |
| 3M | +3.5% | +37.0% | -33.4% | +1.9% |
| 6M | +1.9% | +4.1% | -2.2% | +1.2% |
| YTD | +4.4% | +31.7% | -27.3% | +3.0% |
| 1Y | +7.2% | +44.2% | -37.0% | +5.2% |
| All | +7.2% | +46.6% | -39.4% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling