+90.4%
JEPQ vs WAB
+215.3%
-124.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.4% | +1.7% | -0.2% | +0.8% |
| 30D | +1.3% | -2.4% | +3.8% | +2.2% |
| 3M | +3.8% | +9.7% | -5.8% | -0.4% |
| 6M | +12.2% | +16.5% | -4.3% | +4.5% |
| YTD | +11.6% | +33.7% | -22.2% | -2.0% |
| 1Y | +19.9% | +49.7% | -29.8% | +0.1% |
| 3Y | +71.9% | +170.9% | -99.0% | +8.9% |
| All | +90.4% | +215.3% | -124.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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