+174.3%
WM vs JEPI
+101.0%
+73.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +1.2% | +2.9% | -1.7% | -1.3% |
| 30D | +15.2% | +2.6% | +12.7% | +12.6% |
| 3M | +8.3% | +2.2% | +6.1% | +6.1% |
| 6M | +13.1% | +7.6% | +5.5% | +6.0% |
| YTD | +12.5% | +8.3% | +4.2% | +4.6% |
| 1Y | +21.8% | +9.7% | +12.0% | +11.9% |
| 3Y | +48.8% | +36.7% | +12.1% | +9.8% |
| 5Y | +62.1% | +44.4% | +17.7% | +12.5% |
| All | +174.3% | +101.0% | +73.3% | +12.4% |
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