+142.1%
WM vs JEPI
+93.4%
+48.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.2% |
| 30D | -4.5% | -1.3% | -3.2% | -3.4% |
| 3M | -2.2% | +3.3% | -5.5% | -5.0% |
| 6M | -11.5% | +1.0% | -12.5% | -12.3% |
| YTD | -0.7% | +4.2% | -4.9% | -4.4% |
| 1Y | +0.3% | +7.9% | -7.6% | -6.4% |
| 3Y | +44.2% | +30.0% | +14.2% | +11.5% |
| 5Y | +51.6% | +40.9% | +10.7% | +7.0% |
| All | +142.1% | +93.4% | +48.7% | +2.8% |
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 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