+84.1%
JEPQ vs W
+27.2%
+56.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +5.7% | -1.7% | +7.4% | +5.9% |
| 30D | -5.9% | +3.2% | -9.1% | -6.3% |
| 3M | -2.5% | +8.3% | -10.8% | -3.5% |
| 6M | +1.3% | +84.3% | -83.0% | -6.5% |
| YTD | +7.8% | +11.0% | -3.2% | +4.5% |
| 1Y | +8.8% | -0.2% | +9.0% | +6.4% |
| 3Y | +62.3% | +157.9% | -95.7% | +35.1% |
| All | +84.1% | +27.2% | +56.9% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling