+68.9%
JEPQ vs BBWI
-48.6%
+117.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.7% | -8.0% | +7.4% | +0.2% |
| 30D | +0.6% | -6.6% | +7.2% | +1.1% |
| 3M | +5.8% | -2.7% | +8.5% | +5.6% |
| 6M | +9.7% | -12.8% | +22.4% | +10.3% |
| YTD | +10.5% | -10.5% | +21.0% | +10.5% |
| 1Y | +18.4% | -35.3% | +53.7% | +22.9% |
| All | +68.9% | -48.6% | +117.5% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling