+41.8%
JEPI vs WY
-22.2%
+64.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.0% | -4.2% | +3.2% | 0.0% |
| 30D | -1.4% | -10.1% | +8.7% | +1.0% |
| 3M | +3.5% | -8.5% | +12.0% | +5.4% |
| 6M | +1.9% | -3.3% | +5.3% | +2.2% |
| YTD | +4.4% | -4.4% | +8.8% | +4.7% |
| 1Y | +7.2% | -11.5% | +18.7% | +9.5% |
| 3Y | +29.8% | -24.3% | +54.1% | +36.1% |
| All | +41.8% | -22.2% | +64.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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