+88.7%
JEPQ vs WEC
+24.0%
+64.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | +0.6% | -0.4% | +0.9% | +0.6% |
| 3M | +5.8% | -6.8% | +12.6% | +6.5% |
| 6M | +9.7% | -6.4% | +16.0% | +10.2% |
| YTD | +10.5% | +2.5% | +8.1% | +9.7% |
| 1Y | +18.4% | -0.4% | +18.8% | +17.9% |
| 3Y | +70.3% | +38.5% | +31.8% | +59.1% |
| All | +88.7% | +24.0% | +64.7% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling