+90.2%
JEPQ vs WELL
+190.1%
-99.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | -0.2% | +0.1% | -0.1% |
| 30D | +0.8% | +2.3% | -1.5% | +0.3% |
| 3M | +4.0% | +12.3% | -8.3% | +1.3% |
| 6M | +10.4% | +15.6% | -5.2% | +6.6% |
| YTD | +11.4% | +28.3% | -16.9% | +4.8% |
| 1Y | +18.9% | +41.9% | -23.0% | +8.8% |
| 3Y | +70.3% | +198.3% | -128.1% | +25.9% |
| All | +90.2% | +190.1% | -99.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling