+1,292.6%
WDC vs JEPI
+93.8%
+1,198.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.2% |
| 7D | -4.3% | -1.0% | -3.3% | -2.6% |
| 30D | -1.5% | -1.4% | -0.1% | +0.9% |
| 3M | -15.5% | +3.5% | -19.0% | -21.4% |
| 6M | +66.5% | +1.9% | +64.5% | +60.2% |
| YTD | +159.9% | +4.4% | +155.4% | +140.6% |
| 1Y | +366.0% | +7.2% | +358.8% | +311.9% |
| 3Y | +1,285.8% | +29.8% | +1,256.1% | +801.7% |
| 5Y | +925.6% | +41.7% | +883.8% | +487.1% |
| All | +1,292.6% | +93.8% | +1,198.9% | +346.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling