+166.7%
WM vs JEPI
+98.4%
+68.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.2% | +0.6% | +0.6% | +0.5% |
| 30D | +13.7% | +1.6% | +12.1% | +12.0% |
| 3M | +5.2% | +1.3% | +3.9% | +3.9% |
| 6M | +11.2% | +6.5% | +4.7% | +5.1% |
| YTD | +9.4% | +6.9% | +2.5% | +2.8% |
| 1Y | +20.4% | +9.4% | +11.0% | +10.8% |
| 3Y | +44.7% | +35.0% | +9.7% | +7.9% |
| 5Y | +58.5% | +43.2% | +15.3% | +10.5% |
| All | +166.7% | +98.4% | +68.3% | +10.5% |
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 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