+135.9%
WMT vs JEPI
+41.5%
+94.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.8% |
| 7D | 0.0% | -1.0% | +1.0% | +0.8% |
| 30D | -7.4% | -1.4% | -6.0% | -6.3% |
| 3M | -10.9% | +3.5% | -14.4% | -13.4% |
| 6M | -12.7% | +1.9% | -14.6% | -14.0% |
| YTD | -3.2% | +4.4% | -7.6% | -6.6% |
| 1Y | +5.3% | +7.2% | -1.9% | -0.6% |
| 3Y | +101.9% | +29.8% | +72.1% | +63.6% |
| All | +135.9% | +41.5% | +94.4% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling