+13.6%
WDAY vs JEPI
+93.4%
-79.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.8% |
| 7D | -7.4% | -1.1% | -6.2% | -5.7% |
| 30D | +1.0% | -1.3% | +2.3% | +3.1% |
| 3M | +32.7% | +3.3% | +29.3% | +26.6% |
| 6M | +25.6% | +1.0% | +24.6% | +23.4% |
| YTD | -13.4% | +4.2% | -17.6% | -19.2% |
| 1Y | -19.4% | +7.9% | -27.3% | -28.8% |
| 3Y | -25.8% | +30.0% | -55.8% | -51.7% |
| 5Y | -31.1% | +40.9% | -72.0% | -60.1% |
| All | +13.6% | +93.4% | -79.8% | -62.0% |
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