+41.8%
JEPI vs WPM
+263.6%
-221.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -1.4% | +14.4% | -15.8% | -2.7% |
| 3M | +3.5% | +37.0% | -33.4% | +0.4% |
| 6M | +1.9% | +4.1% | -2.2% | +1.0% |
| YTD | +4.4% | +31.7% | -27.3% | +0.8% |
| 1Y | +7.2% | +44.2% | -37.0% | +2.2% |
| 3Y | +29.8% | +265.5% | -235.7% | +9.8% |
| All | +41.8% | +263.6% | -221.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling