+90.5%
JEPQ vs BBWI
-58.4%
+148.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.1% |
| 7D | +0.7% | +1.5% | -0.8% | +0.5% |
| 30D | +2.0% | -5.2% | +7.2% | +2.5% |
| 3M | +2.0% | +11.1% | -9.1% | +0.1% |
| 6M | +10.4% | -13.4% | +23.8% | +11.4% |
| YTD | +11.6% | +0.1% | +11.5% | +10.0% |
| 1Y | +20.7% | -36.1% | +56.8% | +26.1% |
| 3Y | +70.8% | -44.1% | +114.9% | +76.0% |
| All | +90.5% | -58.4% | +148.9% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling