+113.2%
WDC vs JEPI
+10.9%
+102.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.4% | -10.1% |
| 7D | -18.3% | +1.5% | -19.8% | -20.7% |
| 30D | -26.7% | +3.6% | -30.2% | -31.7% |
| 3M | -40.9% | +2.3% | -43.2% | -43.8% |
| 6M | -26.8% | +5.6% | -32.4% | -36.7% |
| YTD | +88.2% | +7.5% | +80.7% | +53.1% |
| 1Y | +113.2% | +10.6% | +102.6% | +60.5% |
| All | +113.2% | +10.9% | +102.3% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling