+82.2%
JEPQ vs WEC
+39.5%
+42.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | +3.4% | +2.3% | +1.1% | +3.2% |
| 30D | -5.6% | +11.1% | -16.7% | -6.5% |
| 3M | -4.2% | +8.4% | -12.6% | -4.9% |
| 6M | -0.2% | +7.5% | -7.7% | -1.0% |
| YTD | +6.7% | +15.3% | -8.6% | +4.7% |
| 1Y | +9.5% | +9.7% | -0.3% | +8.2% |
| 3Y | +60.5% | +64.7% | -4.1% | +46.0% |
| All | +82.2% | +39.5% | +42.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling