+88.7%
JEPQ vs WING
+36.4%
+52.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +0.6% | -0.5% | +1.0% | +0.4% |
| 3M | +5.8% | -23.9% | +29.7% | +8.6% |
| 6M | +9.7% | -48.9% | +58.5% | +17.8% |
| YTD | +10.5% | -53.3% | +63.9% | +19.3% |
| 1Y | +18.4% | -60.3% | +78.7% | +30.1% |
| 3Y | +70.3% | -30.1% | +100.4% | +61.3% |
| All | +88.7% | +36.4% | +52.3% | +55.0% |
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