+70.3%
JEPQ vs BWA
+70.7%
-0.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.2% | -1.3% | +1.2% | +0.1% |
| 30D | +0.8% | -2.9% | +3.7% | +1.2% |
| 3M | +4.0% | -10.7% | +14.7% | +5.8% |
| 6M | +10.4% | +26.5% | -16.1% | +5.8% |
| YTD | +11.4% | +49.1% | -37.7% | +2.6% |
| 1Y | +18.9% | +52.1% | -33.1% | +8.9% |
| 3Y | +70.3% | +72.6% | -2.3% | +44.1% |
| All | +70.3% | +70.7% | -0.4% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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