+957.1%
WDC vs JEPI
+39.8%
+917.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.5% |
| 7D | +4.4% | -2.0% | +6.5% | +8.4% |
| 30D | +5.3% | -2.0% | +7.3% | +9.1% |
| 3M | -5.9% | +3.8% | -9.7% | -12.9% |
| 6M | +73.2% | +0.8% | +72.4% | +70.1% |
| YTD | +167.8% | +3.7% | +164.1% | +150.9% |
| 1Y | +386.0% | +7.1% | +378.9% | +329.4% |
| 3Y | +1,309.7% | +29.4% | +1,280.3% | +817.9% |
| 5Y | +957.1% | +40.8% | +916.3% | +517.8% |
| All | +957.1% | +39.8% | +917.3% | +517.8% |
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