+36.4%
WBD vs JEPI
+92.4%
-56.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.9% |
| 7D | -0.6% | -2.0% | +1.4% | +2.9% |
| 30D | +4.2% | -2.0% | +6.2% | +7.8% |
| 3M | +7.5% | +3.8% | +3.7% | +0.8% |
| 6M | +1.6% | +0.8% | +0.8% | -0.2% |
| YTD | -2.2% | +3.7% | -5.9% | -8.8% |
| 1Y | +124.9% | +7.1% | +117.8% | +98.0% |
| 3Y | +149.1% | +29.4% | +119.7% | +67.8% |
| 5Y | +7.8% | +40.8% | -32.9% | -34.4% |
| All | +36.4% | +92.4% | -56.0% | -46.0% |
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