+88.7%
JEPQ vs BWA
+112.3%
-23.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +0.6% | -5.5% | +6.0% | +1.7% |
| 3M | +5.8% | -7.6% | +13.4% | +7.4% |
| 6M | +9.7% | +25.0% | -15.3% | +3.6% |
| YTD | +10.5% | +47.0% | -36.4% | -0.7% |
| 1Y | +18.4% | +54.0% | -35.6% | +4.7% |
| 3Y | +70.3% | +70.7% | -0.4% | +42.7% |
| All | +88.7% | +112.3% | -23.6% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling