+533.4%
WULF vs JEPI
+93.8%
+439.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.1% |
| 7D | +1.4% | -1.0% | +2.4% | +3.9% |
| 30D | -2.6% | -1.4% | -1.2% | +0.7% |
| 3M | -34.0% | +3.5% | -37.5% | -39.7% |
| 6M | +10.0% | +1.9% | +8.1% | +5.6% |
| YTD | +45.7% | +4.4% | +41.3% | +33.0% |
| 1Y | +57.3% | +7.2% | +50.1% | +35.3% |
| 3Y | +878.9% | +29.8% | +849.2% | +524.0% |
| 5Y | -28.3% | +41.7% | -70.0% | -58.7% |
| All | +533.4% | +93.8% | +439.6% | +246.1% |
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