+90.2%
JEPQ vs WCN
+24.1%
+66.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -3.1% | +3.0% | +0.6% |
| 30D | +0.8% | -3.4% | +4.2% | +1.6% |
| 3M | +4.0% | +3.0% | +1.0% | +2.7% |
| 6M | +10.4% | -3.8% | +14.1% | +11.0% |
| YTD | +11.4% | -8.3% | +19.7% | +13.6% |
| 1Y | +18.9% | -9.7% | +28.7% | +21.7% |
| 3Y | +70.3% | +17.2% | +53.1% | +55.2% |
| All | +90.2% | +24.1% | +66.1% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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