+9.2%
JEPI vs WU
-8.3%
+17.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | +0.1% | -1.1% | +1.2% | +0.2% |
| 3M | +4.8% | -3.9% | +8.6% | +4.6% |
| 6M | +1.0% | -20.7% | +21.7% | +2.2% |
| YTD | +5.5% | -18.4% | +23.8% | +6.5% |
| 1Y | +9.2% | -8.1% | +17.3% | +9.2% |
| All | +9.2% | -8.3% | +17.5% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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