+90.2%
JEPQ vs WAT
+24.8%
+65.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +0.8% | -1.9% | +2.7% | +1.1% |
| 3M | +4.0% | +13.5% | -9.5% | +1.4% |
| 6M | +10.4% | +37.2% | -26.9% | +3.2% |
| YTD | +11.4% | +7.5% | +3.9% | +9.0% |
| 1Y | +18.9% | +35.0% | -16.1% | +10.5% |
| 3Y | +70.3% | +55.1% | +15.2% | +47.4% |
| All | +90.2% | +24.8% | +65.4% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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