+9.5%
JEPQ vs W
+0.7%
+8.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -5.6% | +6.8% | -12.4% | -6.1% |
| 3M | -4.2% | +10.7% | -14.8% | -5.1% |
| 6M | -0.2% | +86.3% | -86.5% | -7.2% |
| YTD | +6.7% | +11.5% | -4.7% | +4.1% |
| 1Y | +9.5% | +5.1% | +4.4% | +7.0% |
| All | +9.5% | +0.7% | +8.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling