+93.8%
JEPI vs WSM
+675.1%
-581.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -1.1% | +2.6% | -3.8% | -1.4% |
| 30D | -1.3% | -9.3% | +8.0% | -0.3% |
| 3M | +3.3% | +7.1% | -3.7% | +2.5% |
| 6M | +1.0% | +21.7% | -20.7% | -1.2% |
| YTD | +4.2% | +28.7% | -24.5% | +1.3% |
| 1Y | +7.9% | +13.9% | -5.9% | +6.0% |
| 3Y | +30.0% | +232.2% | -202.1% | +13.1% |
| 5Y | +40.9% | +176.4% | -135.5% | +21.6% |
| All | +93.8% | +675.1% | -581.3% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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