+127.9%
WFC vs JEPI
+39.8%
+88.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.5% |
| 7D | +0.3% | -2.0% | +2.3% | +3.3% |
| 30D | +2.3% | -2.0% | +4.3% | +5.3% |
| 3M | +9.8% | +3.8% | +6.0% | +4.1% |
| 6M | +15.6% | +0.8% | +14.7% | +14.3% |
| YTD | -2.4% | +3.7% | -6.2% | -7.3% |
| 1Y | +13.8% | +7.1% | +6.7% | +3.4% |
| 3Y | +134.6% | +29.4% | +105.3% | +65.0% |
| 5Y | +127.9% | +40.8% | +87.2% | +44.5% |
| All | +127.9% | +39.8% | +88.1% | +44.5% |
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 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