+90.4%
JEPQ vs SHW
+25.7%
+64.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | +1.3% | -11.6% | +12.9% | +4.7% |
| 3M | +3.8% | +9.1% | -5.3% | +0.8% |
| 6M | +12.2% | -0.7% | +12.8% | +11.6% |
| YTD | +11.6% | +1.4% | +10.2% | +10.0% |
| 1Y | +19.9% | -12.3% | +32.2% | +23.4% |
| 3Y | +71.9% | +23.4% | +48.5% | +57.0% |
| All | +90.4% | +25.7% | +64.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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