+145.0%
WM vs JEPI
+95.7%
+49.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -0.9% |
| 7D | -0.3% | -0.3% | 0.0% | 0.0% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +0.4% | +4.8% | -4.3% | -3.6% |
| 6M | -9.5% | +1.0% | -10.5% | -10.3% |
| YTD | +0.5% | +5.5% | -5.0% | -4.3% |
| 1Y | -1.1% | +9.2% | -10.3% | -8.7% |
| 3Y | +46.0% | +31.2% | +14.9% | +12.1% |
| 5Y | +51.8% | +41.4% | +10.5% | +7.3% |
| All | +145.0% | +95.7% | +49.2% | +2.9% |
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