+84.7%
SW vs JEPI
+95.7%
-11.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.7% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +9.4% | +4.8% | +4.6% | +4.5% |
| 6M | +3.5% | +1.0% | +2.5% | +2.9% |
| YTD | +22.0% | +5.5% | +16.5% | +16.6% |
| 1Y | +2.2% | +9.2% | -7.0% | -5.2% |
| 3Y | +19.6% | +31.2% | -11.6% | -1.6% |
| 5Y | -2.3% | +41.4% | -43.7% | -24.0% |
| All | +84.7% | +95.7% | -11.1% | +4.3% |
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