-30.6%
WDAY vs JEPI
+41.5%
-72.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.7% |
| 7D | -5.2% | -1.0% | -4.2% | -3.7% |
| 30D | +5.9% | -1.4% | +7.4% | +8.3% |
| 3M | +42.3% | +3.5% | +38.7% | +35.5% |
| 6M | +34.7% | +1.9% | +32.8% | +30.5% |
| YTD | -13.5% | +4.4% | -18.0% | -19.5% |
| 1Y | -18.1% | +7.2% | -25.3% | -26.8% |
| 3Y | -26.4% | +29.8% | -56.1% | -51.9% |
| All | -30.6% | +41.5% | -72.1% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling