+79.9%
SHW vs JEPI
+93.8%
-13.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +0.9% |
| 7D | -3.1% | -1.0% | -2.1% | -1.7% |
| 30D | -10.0% | -1.4% | -8.6% | -8.1% |
| 3M | +2.3% | +3.5% | -1.3% | -2.3% |
| 6M | +0.7% | +1.9% | -1.3% | -1.5% |
| YTD | +0.5% | +4.4% | -3.9% | -4.7% |
| 1Y | -11.5% | +7.2% | -18.7% | -19.0% |
| 3Y | +21.3% | +29.8% | -8.4% | -14.8% |
| 5Y | +12.5% | +41.7% | -29.2% | -29.7% |
| All | +79.9% | +93.8% | -13.9% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 10y: compounded portfolio wealth divided by compounded JEPI 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…
10y analysis · Full analysis span regression · 6 months rolling