+165.9%
WM vs JEPI
+98.2%
+67.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -1.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.9% |
| 30D | +13.3% | +1.4% | +11.9% | +11.7% |
| 3M | +4.4% | +1.3% | +3.1% | +3.0% |
| 6M | +10.8% | +6.3% | +4.5% | +4.8% |
| YTD | +9.1% | +6.8% | +2.3% | +2.6% |
| 1Y | +19.1% | +9.8% | +9.3% | +9.3% |
| 3Y | +45.7% | +36.0% | +9.7% | +7.8% |
| 5Y | +60.4% | +43.4% | +17.1% | +11.6% |
| All | +165.9% | +98.2% | +67.7% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling