+94.2%
JEPI vs WYNN
+5.4%
+88.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.0% | -4.2% | +3.2% | -0.6% |
| 30D | -1.4% | -14.6% | +13.2% | 0.0% |
| 3M | +3.5% | -18.4% | +22.0% | +5.4% |
| 6M | +1.9% | -11.9% | +13.8% | +3.0% |
| YTD | +4.4% | -26.6% | +31.0% | +7.1% |
| 1Y | +7.2% | -28.5% | +35.7% | +10.0% |
| 3Y | +29.8% | -5.1% | +34.9% | +28.1% |
| 5Y | +41.7% | -10.5% | +52.2% | +37.3% |
| All | +94.2% | +5.4% | +88.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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