+90.4%
JEPQ vs WCN
+26.8%
+63.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.4% | -0.4% | +1.9% | +1.5% |
| 30D | +1.3% | -2.1% | +3.5% | +1.8% |
| 3M | +3.8% | +6.4% | -2.5% | +1.6% |
| 6M | +12.2% | -3.7% | +15.9% | +12.9% |
| YTD | +11.6% | -6.4% | +17.9% | +13.1% |
| 1Y | +19.9% | -7.9% | +27.8% | +22.1% |
| 3Y | +71.9% | +20.8% | +51.1% | +55.2% |
| All | +90.4% | +26.8% | +63.7% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling