+93.8%
JEPI vs WPM
+265.0%
-171.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | -1.1% | +3.9% | -5.0% | -1.4% |
| 30D | -1.3% | +17.7% | -18.9% | -2.7% |
| 3M | +3.3% | +39.4% | -36.1% | +0.3% |
| 6M | +1.0% | +6.4% | -5.4% | 0.0% |
| YTD | +4.2% | +34.0% | -29.7% | +0.8% |
| 1Y | +7.9% | +50.5% | -42.6% | +3.0% |
| 3Y | +30.0% | +280.3% | -250.3% | +12.4% |
| 5Y | +40.9% | +266.3% | -225.4% | +20.6% |
| All | +93.8% | +265.0% | -171.2% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling