+1,402.0%
WDC vs JEPI
+93.4%
+1,308.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +2.1% |
| 7D | +7.5% | -1.1% | +8.6% | +9.6% |
| 30D | +10.1% | -1.3% | +11.3% | +12.4% |
| 3M | -6.8% | +3.3% | -10.2% | -12.8% |
| 6M | +84.1% | +1.0% | +83.1% | +80.2% |
| YTD | +180.3% | +4.2% | +176.0% | +160.4% |
| 1Y | +411.1% | +7.9% | +403.2% | +346.3% |
| 3Y | +1,375.0% | +30.0% | +1,345.0% | +856.6% |
| 5Y | +991.6% | +40.9% | +950.6% | +531.1% |
| All | +1,402.0% | +93.4% | +1,308.5% | +383.0% |
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