+48.7%
WM vs JEPI
+36.7%
+12.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.2% | +2.7% | +0.5% | +1.6% |
| 30D | +13.0% | +2.5% | +10.5% | +11.1% |
| 3M | +9.2% | +1.9% | +7.3% | +7.8% |
| 6M | +13.6% | +7.7% | +5.9% | +8.3% |
| YTD | +12.4% | +8.2% | +4.2% | +6.8% |
| 1Y | +21.2% | +10.4% | +10.8% | +13.7% |
| 3Y | +48.7% | +36.5% | +12.2% | +14.4% |
| All | +48.7% | +36.7% | +12.0% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling