+88.7%
JEPQ vs W
+11.2%
+77.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.5% |
| 7D | -0.7% | +0.5% | -1.1% | -0.7% |
| 30D | +0.6% | -5.6% | +6.1% | +1.1% |
| 3M | +5.8% | +41.9% | -36.1% | +0.9% |
| 6M | +9.7% | +30.2% | -20.6% | +5.0% |
| YTD | +10.5% | -2.9% | +13.5% | +8.9% |
| 1Y | +18.4% | +11.6% | +6.8% | +14.1% |
| 3Y | +70.3% | +37.0% | +33.4% | +51.3% |
| All | +88.7% | +11.2% | +77.5% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling