+76.6%
SHW vs JEPI
+92.4%
-15.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -4.5% | -2.0% | -2.4% | -1.6% |
| 30D | -12.7% | -2.0% | -10.7% | -10.1% |
| 3M | +4.7% | +3.8% | +0.9% | -0.3% |
| 6M | -3.4% | +0.8% | -4.3% | -4.0% |
| YTD | -1.3% | +3.7% | -5.1% | -5.5% |
| 1Y | -10.4% | +7.1% | -17.5% | -17.9% |
| 3Y | +20.1% | +29.4% | -9.3% | -15.3% |
| 5Y | +10.5% | +40.8% | -30.3% | -30.3% |
| All | +76.6% | +92.4% | -15.8% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling