+510.7%
WULF vs JEPI
+92.4%
+418.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -4.6% |
| 7D | -0.6% | -2.0% | +1.5% | +4.4% |
| 30D | -3.6% | -2.0% | -1.6% | +1.0% |
| 3M | -30.4% | +3.8% | -34.2% | -36.8% |
| 6M | +12.5% | +0.8% | +11.6% | +10.7% |
| YTD | +40.5% | +3.7% | +36.8% | +30.3% |
| 1Y | +53.0% | +7.1% | +45.9% | +31.7% |
| 3Y | +796.7% | +29.4% | +767.3% | +476.7% |
| 5Y | -30.9% | +40.8% | -71.6% | -59.5% |
| All | +510.7% | +92.4% | +418.3% | +239.1% |
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 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