+8.4%
JEPQ vs WEC
+9.7%
-1.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +1.5% |
| 7D | -4.9% | +6.9% | -11.8% | -3.4% |
| 30D | -6.7% | +16.6% | -23.3% | -3.7% |
| 3M | -3.0% | +9.1% | -12.1% | -1.1% |
| 6M | +1.4% | +3.2% | -1.8% | +2.4% |
| YTD | +6.5% | +14.9% | -8.4% | +10.1% |
| 1Y | +8.4% | +9.2% | -0.8% | +12.0% |
| All | +8.4% | +9.7% | -1.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling