+90.2%
JEPQ vs WING
+44.5%
+45.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.1% | +0.1% |
| 7D | -0.2% | +7.2% | -7.4% | -1.0% |
| 30D | +0.8% | +4.8% | -4.0% | 0.0% |
| 3M | +4.0% | -23.7% | +27.6% | +6.7% |
| 6M | +10.4% | -43.6% | +54.0% | +17.1% |
| YTD | +11.4% | -50.6% | +62.0% | +19.4% |
| 1Y | +18.9% | -57.0% | +75.9% | +29.4% |
| 3Y | +70.3% | -28.3% | +98.6% | +61.1% |
| All | +90.2% | +44.5% | +45.7% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling