+70.3%
JEPQ vs WING
-29.7%
+100.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +1.1% | -2.3% | +3.3% | +1.3% |
| 30D | +1.3% | -5.6% | +6.9% | +1.7% |
| 3M | +4.7% | -22.9% | +27.6% | +6.6% |
| 6M | +10.6% | -50.4% | +61.0% | +17.2% |
| YTD | +11.4% | -53.3% | +64.8% | +18.1% |
| 1Y | +19.4% | -61.2% | +80.6% | +28.9% |
| All | +70.3% | -29.7% | +100.0% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling