+90.2%
JEPQ vs W
+14.3%
+75.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.1% | +5.9% | -4.8% | +0.4% |
| 30D | +1.3% | -3.0% | +4.4% | +1.6% |
| 3M | +4.7% | +40.3% | -35.7% | 0.0% |
| 6M | +10.6% | +32.2% | -21.6% | +5.8% |
| YTD | +11.4% | -0.3% | +11.7% | +9.4% |
| 1Y | +19.4% | +16.2% | +3.3% | +14.6% |
| 3Y | +71.7% | +40.7% | +31.0% | +52.1% |
| All | +90.2% | +14.3% | +75.9% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling