-26.6%
WDAY vs JEPI
+29.2%
-55.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | -10.5% | -2.0% | -8.5% | -8.2% |
| 30D | +2.1% | -2.0% | +4.1% | +4.8% |
| 3M | +34.6% | +3.8% | +30.9% | +29.0% |
| 6M | +29.9% | +0.8% | +29.1% | +28.6% |
| YTD | -13.8% | +3.7% | -17.5% | -18.1% |
| 1Y | -18.3% | +7.1% | -25.4% | -25.7% |
| All | -26.6% | +29.2% | -55.8% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling