+94.2%
JEPI vs WTW
+70.1%
+24.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.0% | -5.7% | +4.7% | +0.2% |
| 30D | -1.4% | -7.3% | +5.8% | 0.0% |
| 3M | +3.5% | +21.5% | -17.9% | -0.7% |
| 6M | +1.9% | +9.6% | -7.7% | -0.5% |
| YTD | +4.4% | -3.3% | +7.7% | +4.5% |
| 1Y | +7.2% | -6.1% | +13.3% | +7.9% |
| 3Y | +29.8% | +61.8% | -32.1% | +13.9% |
| 5Y | +41.7% | +42.7% | -0.9% | +26.2% |
| All | +94.2% | +70.1% | +24.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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