+90.4%
JEPQ vs WCC
+192.9%
-102.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | +1.4% | +8.5% | -7.0% | -0.2% |
| 30D | +1.3% | -1.0% | +2.3% | +1.4% |
| 3M | +3.8% | +2.1% | +1.7% | +3.0% |
| 6M | +12.2% | +36.8% | -24.7% | +4.3% |
| YTD | +11.6% | +47.7% | -36.2% | +1.8% |
| 1Y | +19.9% | +66.5% | -46.6% | +6.4% |
| 3Y | +71.9% | +134.2% | -62.3% | +36.2% |
| All | +90.4% | +192.9% | -102.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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