+90.5%
JEPQ vs WELL
+190.8%
-100.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +2.0% | -0.1% | +2.1% | +2.0% |
| 3M | +2.0% | +18.0% | -16.0% | -1.8% |
| 6M | +10.4% | +15.0% | -4.6% | +6.7% |
| YTD | +11.6% | +28.6% | -17.0% | +4.9% |
| 1Y | +20.7% | +42.9% | -22.2% | +10.2% |
| 3Y | +70.8% | +203.0% | -132.2% | +25.8% |
| All | +90.5% | +190.8% | -100.3% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling